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

ICR's answer is very fast, but the resulting arrays aren't distributed normally. If you want a normal distribution, here's the code:

    public static IEnumerable RandomPermutation(this IEnumerable sequence, int start,int end)
    {
        T[] array = sequence as T[] ?? sequence.ToArray();

        var result = new T[array.Length];

        for (int i = 0; i < start; i++)
        {
            result[i] = array[i];
        }
        for (int i = end; i < array.Length; i++)
        {
            result[i] = array[i];
        }

        var sortArray=new List>(array.Length-start-(array.Length-end));
        lock (random)
        {
            for (int i = start; i < end; i++)
            {
                sortArray.Add(new KeyValuePair(random.NextDouble(), array[i]));
            }
        }

        sortArray.Sort((i,j)=>i.Key.CompareTo(j.Key));

        for (int i = start; i < end; i++)
        {
            result[i] = sortArray[i - start].Value;
        }

        return result;
    }

Note that in my tests, this algorithm was 6 times slower than the one ICR provided, however this is the only way I could come up with to get a normal result distribution