I don't want to use a foreach loop twice, so I tried to use LINQ, but unfortunately this doesn't work:
return _etags.ToDictionary(item => item.Key, async item => await item.Value);
Can anyone tell me what should I do to improve my code, or how can I convert Dictionary<string, Task<string>> to Dictionary<string, string>?
Here is my code:
private static async Task<Dictionary<string, string>> GetETagsAsync(List<string> feedsLink)
{
    var eTags = new Dictionary<string, string>(feedsLink.Count);
    System.Diagnostics.Stopwatch stopWatch = new System.Diagnostics.Stopwatch();
    stopWatch.Start();
    var _eTags = new Dictionary<string, Task<string>>(feedsLink.Count);
    eTags = new Dictionary<string, string>(feedsLink.Count);
    foreach (string feedLink in feedsLink)
    {
        if (Uri.IsWellFormedUriString(feedLink, UriKind.Absolute))
        {
            _eTags.Add(feedLink, GetETagAsync(feedLink));
        }
        else
        {
            throw new FormatException();
        }
        }
        foreach (KeyValuePair<string, Task<string>> eTag in _eTags)
        {
            eTags.Add(eTag.Key, await eTag.Value);
        }
        stopWatch.Stop();
        TimeSpan ts = stopWatch.Elapsed;
        return eTags;
    }
                You do not want to throw an Exception in after you started some tasks, better validate first.
    private static async Task<Dictionary<string, string>> GetETagsAsync(List<string> feedsLink)
    {
        ValidateFeedsLinkFormat(feedsLink);
        var _eTags = feedsLink.ToDictionary(f => f, f => GetETagAsync(f));
        await TaskEx.WhenAll(_eTags.Values);
        var eTags = _eTags.ToDictionary(k => k.Key, k => k.Value.Result);
        return eTags;
    }
This code starts all the tasks, as yours did, but with a single await for all the links.
You do not want to use an instance of Stopwatch on multiple threads : from MSDN: "Any instance members are not guaranteed to be thread safe."
You can use Stopwatch.GetTimestamp(); twice and compare the results.
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