Fastest way to implement Duplicate Character Removal in String (C#)

Question

In C#, what is the fastest way to detect duplicate characters in a String and remove them (removal including 1st instance of the duplicated character)?

Answer 1

Here is a pretty fast one preserving order. But I'd be a little worried about how LINQ does Group and Where:

string s = "nbHHkRvrXbvkn";
Console.WriteLine( 
    s.ToCharArray()
        .GroupBy(c => c)
        .Where(g => g.Count() == 1)
        .Aggregate(new StringBuilder(), (b, g) => b.Append(g.Key)));

Edit: This one beats Luke's in some cases still slower than dtb's, but it preserves the order

private static string MyMethod(string s)
{
    StringBuilder sb = new StringBuilder(s.Length);
    foreach (var g in s.ToCharArray().GroupBy(c => c))
        if (g.Count() == 1) sb.Append(g.Key);

    return sb.ToString();
}