As a DirectX c# wrapper, there's also http://sharpdx.org/
Couple of Pros/Cons between Xna/SlimDX
Xna is simple to learn, and you will already have some built in functions to load models, draw text, some built in render state presets, Math classes/structures. On the other hand it's feature set is fairly limited compared to new graphics card capabilities. You will have something up and running quite fast, but on the other hand, you might end up a bit limited for advanced features (tessellation/compute/append buffers/readonly depth to name a few). You will still have quite some work to do of course.
SlimDX/SharpDX are fairly minimal (they mostly wrap around DirectX functions), so If you want to use DirectX11 (if you want to use 9 go for xna :) , you will have a bit of work to do in order to have something running in the first place, but you will have full DX power and complete flexibility over how you want to organize your engine. You will need to have your own model importer, font renderer (DirectWrite), state manager. Most common math part is already there (Matrix/Vectors) so you won't have to worry about this part.