var points = new List<Point>();
Point source = ...
....
var closestPoints = points.Where(point => point != source).
                           OrderBy(point => NotReallyDistanceButShouldDo(source, point)).
                           Take(20);

private double NotReallyDistanceButShouldDo(Point source, Point target)
{
   return Math.Pow(target.X - source.X, 2) + Math.Pow(target.Y - source.Y, 2);
}