When you use SqlCommand.ExecuteXmlReader() you get an XML fragment - you get no root node.  What's a good (clean, elegant, performant, etc.) way to get an XmlDocument or XPathDocument (for XSLT purposes) populated with the data returned - without using the SQLXML 3.0 SqlXmlCommand stuff?  Secondary question - what good is ExecuteXmlReader() anyway?

Is this gross? It feels odd:

        using (SqlConnection conn = new SqlConnection(connStr))
        {
            conn.Open();
            SqlCommand command = new SqlCommand("select * from Customers as Customer for XML AUTO, ELEMENTS", conn);
            XPathDocument xp = new XPathDocument();
            XPathEditableNavigator xpathnav = xp.CreateEditor();
            XmlWriter xw = xpathnav.PrependChild();
            xw.WriteStartElement("Customers");
            using(XmlReader xr = command.ExecuteXmlReader())
            {
                xw.WriteNode(xr,true);
            }
            xw.WriteEndElement();
            xw.Close();
            xp.WriteXml(XmlWriter.Create(Response.Output));
        }

It works though, and produces this.  Of course I wouldn't output it like this, I'd style the XPathDocument.