Extension method to format properties that are not null and not empty
You're asking for a review of a tiny amount of decent code, so there is not much to say.



return string.Join(" ", parts.Where(s =&gt; !String.IsNullOrEmpty(s)));


You're first using string and then String to call a static method. You should be consistent in which one you use.



throw new ArgumentNullException("Address");


If you're using C# 6.0, you could use nameof here:

throw new ArgumentNullException(nameof(Address));


(And Heslacher already mentioned in a comment that it should be address.)



Assert.That(new AddressDto { }.FormatForGui(), Is.EqualTo(""));


I think that Assert.AreEqual() is better, mostly since it's slightly shorter and doesn't use the weird Is pattern:

Assert.AreEqual("", new AddressDto { }.FormatForGui());