Is there a sorted collection type in .NET?
Solution 1:
You might want to take a look at the Wintellect Power Collections. It is available on CodePlex and contains quite a few collections that are very helpful. The OrderedBag collection in the project is exactly what you are looking for. It essentially uses a red-black tree to provide a pretty efficient sort.
Solution 2:
Just to make EBarr's comment as answer, there is SortedSet<T> since .NET 4.0. Of course it is a set, which means you cannot have duplicates.