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

static Random random = new Random();

public static IEnumerable RandomPermutation(IEnumerable sequence)
{
    T[] retArray = sequence.ToArray();


    for (int i = 0; i < retArray.Length - 1; i += 1)
    {
        int swapIndex = random.Next(i, retArray.Length);
        if (swapIndex != i) {
            T temp = retArray[i];
            retArray[i] = retArray[swapIndex];
            retArray[swapIndex] = temp;
        }
    }

    return retArray;
}

modified to handle lists or other objects implementing IEnumerable