xUnit, the new variation on the 'unit test framework' theme comes with support for data driven tests: 'Theories' (funny name by btw). Pex is a plugin for test frameworks, so we've added support for xUnit as well.

[PexClass] // xUnit does not have fixture attributes
public class MyTests
{
    [Theory, DataViaXXXX] // xUnit theories
    [PexTest] // let pex help you 
    public void Test(int a, ....)
    {}
}