Choosing the Right Collection Class

In .net we have number of collection classes that are very useful in managing collections of object. But the question is which one should we use to get the best performance. The answer is that what is the scenario and the output that one requires from the collection, depending on which the selection of the collection type should be made. The following table explains the basic parameters for collections that should be kept in mind while selection the type of collection.

Collection	Ordered?	Contiguous Storage?	Direct Access?	Lookup Efficiency		Notes
Dictionary	No	Yes	Via Key	Key: O(1)		Best for high performance lookups.
Sorted Dictionary	Yes	No	Via Key	Key: O(log n)		Compromise of Dictionary speed and ordering, uses binary search tree.
SortedList	Yes	Yes	Via Key	Key: O(log n)		Very similar to SortedDictionary, except tree is implemented in an array, so has faster lookup on preloaded data, but slower loads.
List	No	Yes	Via Index	Index: O(1) Value: O(n)		Best for smaller lists where direct access required and no ordering.
LinkedList	No	No	No	Value: O(n)		Best for lists where inserting/deleting in middle is common and no direct access required.
HashSet	No	Yes	Via Key	Key: O(1)		Unique unordered collection, like a Dictionary except key and value are same object.
SortedSet	Yes	No	Via Key	Key: O(log n)		Unique ordered collection, like SortedDictionary except key and value are same object.
Stack	No	Yes	Only Top	Top: O(1)		Essentially same as List except only process as LIFO
Queue	No	Yes	Only Front	Front: O(1)		Essentially same as List except only process as FIFO

For more read this good article.