List<int> list = new List<int>();

using (SqlDataReader reader = cmd.ExecuteReader())
{
    while (reader.Read())
    {
         list.Add(reader.GetInt32(0));
    }
}
return list.ToArray();

List<double> xValuesList = (from IDataRecord r in dataReader
                     select (double)r["xVal"]
                    ).ToList();

List<double> yValuesList = (from IDataRecord r in dataReader
                     select (double)r["yVal"]
                    ).ToList();
List<double> zValuesList = (from IDataRecord r in dataReader
                     select (double)r["zVal"]
                    ).ToList();

public class Point3D
{
    public readonly double X;
    public readonly double Y;
    public readonly double Z;

    public Point3D(double x, double y, double z)
    {
        X = x;
        Y = y;
        Z = z;
    }
}

List<Point3D> list = new List<Point3D>();

using (SqlDataReader reader = cmd.ExecuteReader())
{
    while (reader.Read())
    {
        list.Add(new Point3D(reader.GetDouble(0), reader.GetDouble(1), reader.GetDouble(2)));
    }
}