Filtering collections in C#

I am looking for a very fast way to filter down a collection in C#. I am currently using generic List<object> collections, but am open to using other structures if they perform better.

Currently, I am just creating a new List<object> and looping thru the original list. If the filtering criteria matches, I put a copy into the new list.

Is there a better way to do this? Is there a way to filter in place so there is no temporary list required?

If you're using C# 3.0 you can use linq, which is way better and way more elegant:

List<int> myList = GetListOfIntsFromSomewhere();

// This will filter ints that are not > 7 out of the list; Where returns an
// IEnumerable<T>, so call ToList to convert back to a List<T>.
List<int> filteredList = myList.Where(x => x > 7).ToList();

If you can't find the .Where, that means you need to import using System.Linq; at the top of your file.

Here is a code block / example of some list filtering using three different methods that I put together to show Lambdas and LINQ based list filtering.

#region List Filtering

static void Main(string[] args)
{
    ListFiltering();
    Console.ReadLine();
}

private static void ListFiltering()
{
    var PersonList = new List<Person>();

    PersonList.Add(new Person() { Age = 23, Name = "Jon", Gender = "M" }); //Non-Constructor Object Property Initialization
    PersonList.Add(new Person() { Age = 24, Name = "Jack", Gender = "M" });
    PersonList.Add(new Person() { Age = 29, Name = "Billy", Gender = "M" });

    PersonList.Add(new Person() { Age = 33, Name = "Bob", Gender = "M" });
    PersonList.Add(new Person() { Age = 45, Name = "Frank", Gender = "M" });

    PersonList.Add(new Person() { Age = 24, Name = "Anna", Gender = "F" });
    PersonList.Add(new Person() { Age = 29, Name = "Sue", Gender = "F" });
    PersonList.Add(new Person() { Age = 35, Name = "Sally", Gender = "F" });
    PersonList.Add(new Person() { Age = 36, Name = "Jane", Gender = "F" });
    PersonList.Add(new Person() { Age = 42, Name = "Jill", Gender = "F" });

    //Logic: Show me all males that are less than 30 years old.

    Console.WriteLine("");
    //Iterative Method
    Console.WriteLine("List Filter Normal Way:");
    foreach (var p in PersonList)
        if (p.Gender == "M" && p.Age < 30)
            Console.WriteLine(p.Name + " is " + p.Age);

    Console.WriteLine("");
    //Lambda Filter Method
    Console.WriteLine("List Filter Lambda Way");
    foreach (var p in PersonList.Where(p => (p.Gender == "M" && p.Age < 30))) //.Where is an extension method
        Console.WriteLine(p.Name + " is " + p.Age);

    Console.WriteLine("");
    //LINQ Query Method
    Console.WriteLine("List Filter LINQ Way:");
    foreach (var v in from p in PersonList
                      where p.Gender == "M" && p.Age < 30
                      select new { p.Name, p.Age })
        Console.WriteLine(v.Name + " is " + v.Age);
}

private class Person
{
    public Person() { }
    public int Age { get; set; }
    public string Name { get; set; }
    public string Gender { get; set; }
}

#endregion