the URI class has a few helper methods such as Uri.EscapeUriString and Uri.EscapeDataString. If you want access to the URL params (eg ?x=y&a=b) then...
Using Loukt's 'First Launch' code, another option is to use the CustomMessageBox from the WP Toolkit which has a full-screen option, examples can be...
As mentioned by others, Portable Class Libraries are useful when you want to write code to target multiple platforms (eg. WP7 and WP8). I would also...