If I have a Map like this:
HashMap map;
and I want to obtain a collection of values sorted us
Inserting in a SortedSet is O(log(n)) (BUT! the current n and not the final n). Inserting in a List is 1.
Sorting in a SortedSet is already included in inserting, so it is 0. Sorting in a List is O(n*log(n)).
So SortedSet total complexity is O(n * k), k < log(n) for all cases but the last. Instead, List total complexity is O(n * log(n) + n), so O(n * log(n)).
So, SortedSet mathematically has the best performance. But in the end, you have a Set instead of a List (because SortedList doesn't exist) and Set provides you fewer features than List. So in my opinion, the best solution for available features and performance is the one proposed by Sean Patrick Floyd: