Ok so I understand about the stack and the heap (values live on the Stack, references on the Heap).
When I declare a new instance of a Class, this lives on the heap, wit
values live on the Stack, references on the Heap
This is an implementation detail. There is nothing to stop a .NET Framework from storing both on the stack.
I also know that C# does it's own Garbage Collection
C# has nothing to do with this. This is a service provided by the CLR. VB.NET, F#, etc all still have garbage collection.
The CLR will remove an object from memory if it has no strong roots. For example, when your class instance goes out of scope in your for loop. There will be a few lying around, but they will get collected eventually, either by garbage collection or the program terminating.
Can I do my own? If so is there any real benefit to doing this myself or should I just leave it?
You can use GC.Collect to force a collection. You should not do it because it is an expensive operation. More expensive than letting a few objects occupy memory a little bit longer than they are absolutely needed. The GC is incredibly good at what it does on its own. You will also force short lived objects to promote to generations they wouldn't get normally.