Extending the Sample Parser
You could alter or extend the sample parser to in several ways. For example, you could define individual CommandLineEntry subclasses for each type and eliminate the long Case structure in the ValidateValue method. You could create Exception classes inherited from ApplicationException to simplify the process of checking the errors. That would also make it easier to remove the error messages from the code and put them in localizable resource files. You could add a Number type that would convert the string entries to a designated numeric type and format, using a Min and Max property to verify that the entry lies within a specific range. The Min and Max properties would be useful for date types as well.

Finally, as implemented, the parser doesn't fail immediately when it encounters a condition that causes an overall parse failure; instead, it simply adds error messages to the Errors collection. While that causes the parser to be slower when an error occurs early in the command line, it also gives developers the greatest possible amount of information about what the parser is doing. In addition, the sample code is not highly optimized—you can probably find numerous ways to make it faster.