An example of why using a Setup and Teardown method in tests can be bad from: http://jamesnewkirk.typepad.com/posts/2007/09/why-you-should-.html

teardown_setup_bad_example.cs

[TestFixture]
public class MyTests
{
    [SetUp]
    public void BeforeTest()
    {
      Console.WriteLine("BeforeTest");
    }

    [TearDown]
    public void AfterTest()
    {
        Console.WriteLine("AfterTest");
    }

    [Test]
    public void Test1()
    {
        Console.WriteLine("Test1");
    }

    [Test]
    public void Test2()
    {
        Console.WriteLine("Test2");
    }
}