public int ExecuteNonQuery(string sSql, List<SqlParameter> pList)
{
    open();
    SqlCommand cmd = new SqlCommand(sSql, mConeccion);

    foreach(var p in pList)
    {
        cmd.Parameters.Add(p);
    }

    int rowAfected = cmd.ExecuteNonQuery();

    return rowAfected;
}

string sSql = "INSERT INTO Dueño (campo1, campo2, LocalidadId) VALUES (@param1, @param2, @localidad)";

List<SqlParameter> pList = new List<SqlParameter>();

SqlParameter p1 = new SqlParamter("@param1", TextBox1.Text);
pList.Add(p1);

SqlParameter p2 = new SqlParamter("@param2", TextBox2.Text);
pList.Add(p2);

SqlParameter p3 = new SqlParamter("@localidad", Convert.ToInt32(cmdLocalidades.SelectedValue));
pList.Add(p3);

int rowAfected = ExecuteNonQuery(sSql, pList);