How do I build up LINQ dynamically

Actually, there is a specific library from Microsoft (System.Linq.Dynamic) that comes with the C# VS2008 samples that supports this. Get it from here (Microsoft Download)

The library is included in the \LinqSamples\DynamicQuery directory of the samples of above download.

For extensive usage examples check this page: http://weblogs.asp.net/scottgu/archive/2008/01/07/dynamic-linq-part-1-using-the-linq-dynamic-query-library.aspx

If you are talking about a string Where clause (rather than building the expression etc yourself) - then the Dynamic LINQ Library (in the 3.5 samples, IIRC) should suffice.

Note that the example below is for database usage; but you can use it with LINQ-to-Objects by calling .AsQueryable() on your in-memory data.