King King's answer is of course right. Also Tim Schmelter's comment is also good suggestion in your case.
But if you want really remove last comma in a string, you should find the index of last comma and remove like;
string s = "1,5,12,34,12345";
int index = s.LastIndexOf(',');
Console.WriteLine(s.Remove(index, 1));
Output will be;
1,5,12,3412345
Here a demonstration
.
It is too unlikely you want this way but I want to point it. And remember, String.Remove
method doesn't remove any character in original string, it returns new string.