Most efficient way to randomly “sort” (Shuffle) a list of integers in C#

Question

I need to randomly \'sort\' a list of integers (0-1999) in the most efficient way possible. Any ideas?

Currently, I am doing something like this:

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Answer 1

I am not sure of the efficiency factor, but I have used something similar to the following, if you aren't opposed to using an ArrayList:

private ArrayList ShuffleArrayList(ArrayList source)
{
    ArrayList sortedList = new ArrayList();
    Random generator = new Random();

    while (source.Count > 0)
    {
        int position = generator.Next(source.Count);
        sortedList.Add(source[position]);
        source.RemoveAt(position);
    }

    return sortedList;
}

Using this, you do not have to worry about the intermediate swapping.