public interface IDbConnection : IDisposable
{
  IDbCommand CreateCommand();
}

public abstract class DbConnection : Component, IDbConnection
{
  public DbCommand CreateCommand() {
              return CreateDbCommand();
  }
  abstract protected DbCommand CreateDbCommand();
}

public sealed partial class SqlConnection: DbConnection, ICloneable
{
   new public SqlCommand CreateCommand() {
            return new SqlCommand(null, this);
        }
}

public abstract class DbCommand : Component, IDbCommand
{
  public DbParameter CreateParameter(){
            return CreateDbParameter();
        }
  abstract protected DbParameter CreateDbParameter();
}

public sealed class SqlCommand : DbCommand, ICloneable {

new public SqlParameter CreateParameter() {
            return new SqlParameter();
        }

/* тут родительский метод все таки переопределяется (в отличие от метода CreateDbCommand в классе SqlConnection). 
Не понятно только почему тут да, а там нет. */
override protected DbParameter CreateDbParameter() {
            return CreateParameter();
        }
}

public abstract class DbConnection<TDbCommand>
        where TDbCommand: DbCommand
{        
   public abstract TDbCommand CreateCommand ();
}	

public class SqlConnection<SqlCommand>
{
  public override SqlCommand CreateCommand ()
 {...}
}

class SqlConnection
{
  SqlConnection CreateConnection ()
}

class SqlConnection
{
  DbConnection CreateConnection ()
}

SqlConnection con = (SqlConnection) new SqlConnection.CreateConnection();