One possible alternative, rather than using a Generic.List, create a
specific Collection-based class with the ToString method overloaded to
produce your comma separated string.  While the interior will probably
be a FOR loop, it's black-boxed.

As for the issues about the last comma, try this logic:

dim b as boolean = false
dim output as string = ""
for each str in items
  if b then output &= ", "
  b=true
 output &= str
next

Basically, you're putting the comma onto the output string BEFORE the
item, for every item but the first one.

Sorry, if this seems rambling, but I've taken a rather strong
antihistamine an hour or so ago.

Miguel, you can use StringBuilder

Dim MyItems As System.Text.StringBuilder = New
System.Text.StringBuilder()
Dim i As Integer

For i = 0 To items.Count - 1
MyItems.Append(list(i))
MyItems.Append(",")
Next

If MyItems.Length > 0 Then
MyItems = MyItems.Substring(0, MyItems.Length - 1)
End If

(it's similar to one from Stephen)