I'm a big fan of using Collections in .NET; I find them cleaner and easier to use than datasets and datatables. There are multiple examples on converting a datatables into a generic collection (a good one here), but I couldn't find many examples of converting the results of a DataReader into one. I did find one excellent sample: AzamSharp has a great post on this here. While that definitely works, the only thing I didn't like was having to define the list of fields every time. It may be a little more flexible, but it seemed to defeat the purpose.

Borrowing largely from his example, I came up with this:

public static void ConvertTo<T>(SqlDataReader sqlDr, IList<T> list, Type type)
{
    while (sqlDr.Read())
    {
        T item = (T)Activator.CreateInstance(type);

        // Get all the properties of the type
        PropertyInfo[] properties = ((Type)item.GetType()).GetProperties();

        for (int j = 0; j < sqlDr.FieldCount; j++)
        {
            if (sqlDr.GetName(j) == properties[j].Name)
            {
                properties[j].SetValue(item, sqlDr[j], null);
            }
        }
        list.Add(item);
    }
}

Much simpler, although I have no idea if his way is more efficient or not. To use, just use the following code against your custom class:

public class UserProfile
{
    public int UserId { get; set; }
    public string FirstName { get; set; }
    public string LastName { get; set; }
}

public List<UserProfile> FillUserProfileList()
{
    SqlCommand sqlCmd;
    List<UserProfile> upList = new List<UserProfile>();

    try
    {
        sqlCmd = (SqlCommand)db.GetSqlStringCommand("SELECT UserId, FirstName, LastName FROM MyUserTable WHERE UserId = 1");
        SqlDataReader sqlDr = (SqlDataReader)db.ExecuteReader(sqlCmd);
        Helpers.CollectionHelper.ConvertTo(sqlDr, upList, typeof(UserProfile));
    }
    catch
    {
    }
    return upList;
}