"Thread was being aborted" error when inserting 25k rows
Strongly recommend you look into Table-Valued Parameters and treat your insert/update as a set (using MERGE probably) instead of calling a singleton stored procedure 25,000 times. You can skip a lot of steps here (in C# you can just stuff your 25K rows into a DataTable, for example, making it easy to pass to a stored procedure in a single call), and reduce overhead significantly. 

If you create a type for your bank rows:

CREATE TYPE dbo.BankRow AS TABLE
(
  SortCode int PRIMARY KEY,
  BankName nvarchar(50),
  ShortBankName nvarchar(50),
  BranchName nvarchar(50),
  AddresseeName nchar(60),
  PostalName nchar(60),
  AddressLine1 nchar(100),
  AddressLine2 nchar(80),
  CityOrTown nchar(50),
  AreaOrCounty nchar(60),
  PostCode nchar(12),
  FasterPayments nchar(10),
  DirectDebits nchar(10),
  Chaps nchar(10),
  ChequeCreditClearing nchar(10)
);


Your procedure then might look like this:

ALTER PROCEDURE dbo.BankImport
  @BankRow dbo.BankRow READONLY
AS
BEGIN
  SET NOCOUNT ON;

  MERGE dbo.Banks AS b
    USING @BankRow AS tvp
    ON tvp.SortCode = b.SortCode
  WHEN MATCHED THEN 
    UPDATE SET BankName = tvp.BankName,
               ShortBankName = tvp.ShortBankName,
               ...         
  WHEN NOT MATCHED THEN
    INSERT (SortCode, BankName, ShortBankName, ...)
    VALUES (tvp.SortCode, tvp.BankName, tvp.ShortBankName, ...)
END
GO


So now you can pass your DataTable into the stored procedure once instead of calling the singleton stored procedure 25,000 times. You'll have to add the other columns where I put ... and you'll also have to adjust your C# code to work with a TVP.

I wrote up a quick article on TVPs here, including a quick example on C# syntax:

http://www.sqlperformance.com/2012/08/t-sql-queries/splitting-strings-now-with-less-t-sql

And Erland's article is useful as well:

http://sommarskog.se/arrays-in-sql-2008.html