Since ommitting curly braces can quickly lead to unexpected behavior or hard to read code, it is good practice to always write them, even if not needed. Consider the following code (I have left out the indentation on purpose):
int i, j;
for (i=0;i<10;i++)
for (j=0;j<10;j++)
if (j > i)
continue;
foo(i, j);
Nobody will be able to read that, and even if you add the spaces, it's very error prone. Also, if you later need to add another line to the if () condition, you'll very likely forget to also add braces. (The example is very poor: foo(i,j) will only be called once and the loop will do nothing!)
Also beware of the following slightly modfied code from your question:
int num = 0;
while(++num < 6); // Careful: a semicolon ends the statement
Console.WriteLine(++num);
This will run the loop six times before even calling Console.WriteLine once, because the semicolon ends the statement.