How to insert item into list in order?

A slightly improved version of @L.B.'s answer for edge cases:

public static class ListExt
{
    public static void AddSorted<T>(this List<T> @this, T item) where T: IComparable<T>
    {
        if (@this.Count == 0)
        {
            @this.Add(item);
            return;
        }
        if (@this[@this.Count-1].CompareTo(item) <= 0)
        {
            @this.Add(item);
            return;
        }
        if (@this[0].CompareTo(item) >= 0)
        {
            @this.Insert(0, item);
            return;
        }
        int index = @this.BinarySearch(item);
        if (index < 0) 
            index = ~index;
        @this.Insert(index, item);
    }
}

With .NET 4 you can use the new SortedSet<T> otherwise you're stuck with the key-value collection SortedList.

SortedSet<DateTimeOffset> TimeList = new SortedSet<DateTimeOffset>();
// add DateTimeOffsets here, they will be sorted initially

Note: The SortedSet<T> class does not accept duplicate elements. If item is already in the set, this method returns false and does not throw an exception.

If duplicates are allowed you can use a List<DateTimeOffset> and use it's Sort method.

Assuming your list is already sorted in ascending order

var index = TimeList.BinarySearch(dateTimeOffset);
if (index < 0) index = ~index;
TimeList.Insert(index, dateTimeOffset);