It's a good idea when talking to a database to save on network roundtrips. The table-valued parameter in SQL Server 2008 is an example of a feature that can reduce them in the "1 order, 1-n detail items" use case.
So its always been mildly irritating that in order to insert a row with a filestream column, you'd need to make 2 database roundtrips. One roundtrip is to execute the INSERT statement, inserting an empty value in the filestream column. This causes the file to be created, a NULL value won't cause file creation, and you need the PathName to open a file handle or use the new SqlFileStream .NET class. The second roundtrip is used to get the FILESTREAM_TRANSACTION_CONTEXT and PathName. Then you have the info you need for the handle/SqlFileStream.
However, with the OUTPUT clause introduced in SQL Server 2005 you can do it all in one roundtrip. Here's the SQL statement, based on the BOL filestream example. You can run this code using an ADO.NET DataReader to retrieve the values, and construct a SqlFileStream instance to write to.
INSERT INTO dbo.student
OUTPUT Inserted.Resume.PathName(), GET_FILESTREAM_TRANSACTION_CONTEXT()
VALUES (newid (), 'Mary', CAST ('' as varbinary(max)))";
Of course, if you're writing a large value into a file anyway, the savings of one database roundtrip in the overall scheme of things is questionable, but using minimum roundtrips is a good habit to get into in any case.