This is a collection of unique items, with O(1) lookup.

HashSet<int> validStoryPointValues = new HashSet<int>() { 1, 2, 3, 5, 8, 13, 21 };
bool containsEight = validStoryPointValues.Contains(8); // O(1)

By way of comparison, doing a Contains on a List yields poorer performance:

List<int> validStoryPointValues = new List<int>() { 1, 2, 3, 5, 8, 13, 21 };
bool containsEight = validStoryPointValues.Contains(8); // O(n)

HashSet.Contains uses a hash table, so that lookups are extremely fast, regardless of the number of items in the collection.

// create an empty set
var mySet = new SortedSet<int>();

// add something
// note that we add 2 before we add 1
mySet.Add(2);
mySet.Add(1);

// enumerate through the set
foreach(var item in mySet)
{
    Console.WriteLine(item);
}

// output:
// 1
// 2

// create an array with 2 elements
var myArray = new [] { "one", "two" };

// enumerate through the array
foreach(var item in myArray)
{
    Console.WriteLine(item);
}

// output:
// one
// two

// exchange the element on the first position
// note that all collections start with the index 0
myArray[0] = "something else";


// enumerate through the array again
foreach(var item in myArray)
{
    Console.WriteLine(item);
}

// output:
// something else
// two

List<T> is a list of a given type. Items can be added, inserted, removed and addressed by index.

using System.Collections.Generic;

var list = new List<int>() { 1, 2, 3, 4, 5 };
list.Add(6);
Console.WriteLine(list.Count); // 6
list.RemoveAt(3);
Console.WriteLine(list.Count); // 5
Console.WriteLine(list[3]);    // 5

List<T> can be thought of as an array that you can resize. Enumerating over the collection in order is quick, as is access to individual elements via their index. To access elements based on some aspect of their value, or some other key, a Dictionary<T> will provide faster lookup.

Dictionary<TKey, TValue> is a map. For a given key there can be one value in the dictionary.

using System.Collections.Generic;

var people = new Dictionary<string, int>
{
    { "John", 30 }, {"Mary", 35}, {"Jack", 40}
};

// Reading data
Console.WriteLine(people["John"]); // 30
Console.WriteLine(people["George"]); // throws KeyNotFoundException

int age;
if (people.TryGetValue("Mary", out age))
{ 
    Console.WriteLine(age); // 35
}

// Adding and changing data
people["John"] = 40;    // Overwriting values this way is ok
people.Add("John", 40); // Throws ArgumentException since "John" already exists

// Iterating through contents
foreach(KeyValuePair<string, int> person in people)
{
    Console.WriteLine("Name={0}, Age={1}", person.Key, person.Value);
}

foreach(string name in people.Keys)
{
    Console.WriteLine("Name={0}", name);
}

foreach(int age in people.Values)
{
    Console.WriteLine("Age={0}", age);
}

Duplicate key when using collection initialization

var people = new Dictionary<string, int>
{
    { "John", 30 }, {"Mary", 35}, {"Jack", 40}, {"Jack", 40}
}; // throws ArgumentException since "Jack" already exists

// Initialize a stack object of integers
var stack = new Stack<int>(); 

// add some data
stack.Push(3);
stack.Push(5);
stack.Push(8);

// elements are stored with "first in, last out" order.
// stack from top to bottom is: 8, 5, 3

// We can use peek to see the top element of the stack.
Console.WriteLine(stack.Peek()); // prints 8

// Pop removes the top element of the stack and returns it.
Console.WriteLine(stack.Pop()); // prints 8
Console.WriteLine(stack.Pop()); // prints 5
Console.WriteLine(stack.Pop()); // prints 3

// initialize a LinkedList of integers
LinkedList list = new LinkedList<int>();

// add some numbers to our list.
list.AddLast(3);
list.AddLast(5);
list.AddLast(8);

// the list currently is 3, 5, 8

list.AddFirst(2);
// the list now is 2, 3, 5, 8

list.RemoveFirst();
// the list is now 3, 5, 8

list.RemoveLast();
// the list is now 3, 5

Note that LinkedList<T> represents the doubly linked list. So, it's simply collection of nodes and each node contains an element of type T. Each node is linked to the preceding node and the following node.

// Initalize a new queue of integers
var queue = new Queue<int>();

// Add some data
queue.Enqueue(6);
queue.Enqueue(4);
queue.Enqueue(9);

// Elements in a queue are stored in "first in, first out" order.
// The queue from first to last is: 6, 4, 9

// View the next element in the queue, without removing it.
Console.WriteLine(queue.Peek()); // prints 6

// Removes the first element in the queue, and returns it.
Console.WriteLine(queue.Dequeue()); // prints 6
Console.WriteLine(queue.Dequeue()); // prints 4
Console.WriteLine(queue.Dequeue()); // prints 9

Thread safe heads up! Use ConcurrentQueue in multi-thread environments.