查看nuget包CsvHelper（http://nuget.org/packages/CsvHelper/）。
下面是https://github.com/JoshClose/CsvHelper/wiki/Basics的用法示例

using (var csv = new CsvWriter( new StreamWriter( "Actors.csv" ) )) 
{
    csv.WriteRecords( actorsList );
}

不要使用字符串来创建文件。尝试使用StringBuilder类（http://msdn.microsoft.com/en-us/library/system.text.stringbuilder.aspx）
字符串是不可变的对象--也就是说，一旦创建了字符串，就不能更改它。每次你改变一个字符串（比如连接它），你实际上是在创建一个全新的字符串。在这里使用字符串是非常低效的。
相反，创建一个stringbuilder对象：

StringBuilder builder = new StringBuilder();

builder.Append("my data");

最后，只要打电话

builder.ToString();

我得到了我弟弟的帮助。他说也要使用StringBuilder。
这是代码答案：

/// <summary>
    /// Quotes a string using the following rules:
    /// <list>
    /// <listheader>Rules</listheader>
    /// <item>if the string is not quoted and the string contains the separator string</item>
    /// <item>if the string is not quoted and the string begins or ends with a space</item>
    /// <item>if the string is not quoted and the string contains CrLf</item>
    /// </list>
    /// </summary>
    /// <param name="s">String to be quoted</param>
    /// <param name="quote">
    /// <list>
    /// <listheader>quote characters</listheader>
    /// <item>if len = 0 then double quotes assumed</item>
    /// <item>if len = 1 then quote string is doubled for left and right quote characters</item>
    /// <item>else first character is left quote, second character is right quote</item>
    /// </list>
    /// </param>
    /// <param name="sep">separator string to check against</param>
    /// <returns></returns>
    /// <remarks></remarks>
    public static string QuoteName(this string s, string quote = null, string sep = ",")
    {
        quote = quote == null ? "" : quote;
        switch (quote.Length)
        {
            case 0:
                quote = "\"\"";
                break;
            case 1:
                quote += quote;
                break;
        }
        // Fields with embedded sep are quoted
        if ((!s.StartsWith(quote.Substring(0, 1))) && (!s.EndsWith(quote.Substring(1, 1))))
            if (s.Contains(sep))
                s = quote.Substring(0, 1) + s + quote.Substring(1, 1);
        // Fields with leading or trailing blanks are quoted
        if ((!s.StartsWith(quote.Substring(0, 1))) && (!s.EndsWith(quote.Substring(1, 1))))
            if (s.StartsWith(" ") || s.EndsWith(" "))
                s = quote.Substring(0, 1) + s + quote.Substring(1, 1);
        // Fields with embedded CrLF are quoted
        if ((!s.StartsWith(quote.Substring(0, 1))) && (!s.EndsWith(quote.Substring(1, 1))))
            if (s.Contains(System.Environment.NewLine))
                s = quote.Substring(0, 1) + s + quote.Substring(1, 1);
        return s;
    }

    public static string GetCSV(this IQueryable entity)
    {
        if (entity == null)
        {
            throw new ArgumentNullException("entity");
        }
        Type T = entity.ElementType;
        var props = T.GetProperties(BindingFlags.Public | BindingFlags.Instance);
        var sb = new StringBuilder();
        int iCols = props.Count();

        try
        {
            sb.Append(string.Join(",", Enumerable.Range(0, iCols).Cast<int>().
                Select(ii => props[ii].Name.QuoteName("[]")).ToArray()));

            foreach (var dr in entity)
            {
                sb.AppendLine();
                sb.Append(string.Join(",", Enumerable.Range(0, iCols).Cast<int>().
                    Select(ii => props[ii].GetValue(dr).
                        ToString().QuoteName("\"\"", ",")).ToArray()));
            }
        }
        catch (Exception ex)
        {

            throw;
        }
        return sb.ToString();
    }
}

我希望这对其他人有帮助。