using(StreamWriter sw = File.CreateText(@"d:\DefaultUTF8.txt"))
{
    sw.Write("私");
}

using(StreamWriter sw=new StreamWriter(@"d:\StreamUTF8.txt",
    false,System.Text.Encoding.UTF8))
{
    sw.Write("私");
}

using (System.IO.FileStream fs = System.IO.File.Create(@"d:\ByteUTF8.txt"))
{
    byte[] info = System.Text.Encoding.UTF8.GetBytes("私");
    fs.Write(info, 0, info.Length);
}