You can use String.Join. If you have a List<string> then you can call ToArray first:
List<string> names = new List<string>() { "John", "Anna", "Monica" };
var result = String.Join(", ", names.ToArray());
In .NET 4 you don't need the ToArray anymore, since there is an overload of String.Join that takes an IEnumerable<string>.
Results:
John, Anna, Monica