Just what is an IntPtr exactly?

It's a "native (platform-specific) size integer." It's internally represented as void* but exposed as an integer. You can use it whenever you need to store an unmanaged pointer and don't want to use unsafe code. IntPtr.Zero is effectively NULL (a null pointer).

It's a value type large enough to store a memory address as used in native or unsafe code, but not directly usable as a memory address in safe managed code.

You can use IntPtr.Size to find out whether you're running in a 32-bit or 64-bit process, as it will be 4 or 8 bytes respectively.

Here's an example:

I'm writing a C# program that interfaces with a high-speed camera. The camera has its own driver that acquires images and loads them into the computer's memory for me automatically.

So when I'm ready to bring the latest image into my program to work with, the camera driver provides me with an IntPtr to where the image is ALREADY stored in physical memory, so I don't have to waste time/resources creating another block of memory to store an image that's in memory already. The IntPtr just shows me where the image already is.

MSDN tells us:

The IntPtr type is designed to be an integer whose size is platform-specific. That is, an instance of this type is expected to be 32-bits on 32-bit hardware and operating systems, and 64-bits on 64-bit hardware and operating systems.

The IntPtr type can be used by languages that support pointers, and as a common means of referring to data between languages that do and do not support pointers.

IntPtr objects can also be used to hold handles. For example, instances of IntPtr are used extensively in the System.IO.FileStream class to hold file handles.

The IntPtr type is CLS-compliant, while the UIntPtr type is not. Only the IntPtr type is used in the common language runtime. The UIntPtr type is provided mostly to maintain architectural symmetry with the IntPtr type.

http://msdn.microsoft.com/en-us/library/system.intptr(VS.71).aspx

Well this is the MSDN page that deals with IntPtr.

The first line reads:

A platform-specific type that is used to represent a pointer or a handle.

As to what a pointer or handle is the page goes on to state:

The IntPtr type can be used by languages that support pointers, and as a common means of referring to data between languages that do and do not support pointers.

IntPtr objects can also be used to hold handles. For example, instances of IntPtr are used extensively in the System.IO.FileStream class to hold file handles.

A pointer is a reference to an area of memory that holds some data you are interested in.

A handle can be an identifier for an object and is passed between methods/classes when both sides need to access that object.

An IntPtr is a value type that is primarily used to hold memory addresses or handles. A pointer is a memory address. A pointer can be typed (e.g. int*) or untyped (e.g. void*). A Windows handle is a value that is usually the same size (or smaller) than a memory address and represents a system resource (like a file or window).