Recently, I got into the situation where I had to render a simple line in a 2D view, in XNA. As the fixed func. pipeline is no longer available, in order to do so you would have to deal with a shader. Probably a BasicEffect or another one created to render 2D lines.
I just googled up for "xna 2d rendering" and I´ve found this article in ZiggyWare (a must for any XNA developer). It shows how to do some basic collision detection between polygons, but as far as it also renders those polygons with lines, I was interested on it.
To draw all the lines there, he uses the PrimitiveBatch class, a very helpful class developed in one of the XNA samples available here, that I honestly didn´t take the time to look at. It behaves in a similar way as the SpriteBatch, basically:
batch.Begin( primitiveType );
And that´s it. Easy, ain´t it?