I always use AndAlso while checking multiple conditions as it doesn't evaluate right side unless left one is true. I don't see any situation where someone would like to evaluate right side even if left one fails. If it was needed then why they didn't include same in C#.
Update:
As accepted answer pointed out that it exists because it is used for bitwise operation, that fine enough but I still think they would have overloaded And operator to serve both purposes and just not created AndAlso. If anyone can pour some light on it, this question is still open :)