C# equivalent of C++ NULL pointers for objects?

[astanley]

I'm trying to improve my understanding of C#.

In C++ I could use NULL objects to check for the existance of an object, which gives the following consise pattern:

C++

CMyClass* pMyObject = NULL;
if ((pMyObject = GetMyObject()) != NULL)
{
	// Got an existing object
}
else
{
	pMyObject = new CMyClass("SomeArgument");
}
pMyObject->MyMethod();

What's the equivalent of this in C#. The nearest I've come to is this:

C#

CMyClass MyObject;	// Default MyObject
if (MyObjectAlreadyExists())
{
	// Overwrite default MyObject.
	MyObject = GetMyObject();
}
else
{
	// Overwrite default MyObject.
	MyObject = new CMyClass("SomeArgument");
}
MyObject.MyMethod();

I don't like this because:

I have to create a default MyObject, and then throw it away when I overwrite it, which seems inefficient. I don't want to use the object type instead as I lose type checking, and have to then cast to CMyObject.
I have to separate checking whether MyObject already exists from getting it.

Am I missing something?