public void CreateCSVFile(DataTable dt, string strFilePath)
    {
        #region Export Grid to CSV

        // Create the CSV file to which grid data will be exported.
        StreamWriter sw = new StreamWriter(strFilePath, false);

        // First we will write the headers.
        //DataTable dt = m_dsProducts.Tables[0];
        int iColCount = dt.Columns.Count;

        for (int i = 0; i < iColCount; i++)
        {
            sw.Write(dt.Columns[i]);
            if (i < iColCount - 1)
            {
                sw.Write(",");
            }
        }
        sw.Write(sw.NewLine);

        // Now write all the rows.
        foreach (DataRow dr in dt.Rows)
        {
            for (int i = 0; i < iColCount; i++)
            {
                if (!Convert.IsDBNull(dr[i]))
                {
                    sw.Write(dr[i].ToString());
                }
                if (i < iColCount - 1)
                {
                    sw.Write(",");
                }
            }
            sw.Write(sw.NewLine);
        }
        sw.Close();

        #endregion
    }

string attachment = "attachment; filename=MyCsvLol.csv";
    HttpContext.Current.Response.Clear();
    HttpContext.Current.Response.ClearHeaders();
    HttpContext.Current.Response.ClearContent();
    HttpContext.Current.Response.AddHeader("content-disposition", attachment);
    HttpContext.Current.Response.ContentType = "text/csv";
    HttpContext.Current.Response.AddHeader("Pragma", "public");

    var sb = new StringBuilder();
    foreach(var line in DataToExportToCSV)
      sb.AppendLine(TransformDataLineIntoCsv(line));

    HttpContext.Current.Response.Write(sb.ToString());
    HttpContext.Current.Response.End();

FileHelpers.CsvEngine.DataTableToCsv(dataTable, filename);

string filePath = @"C:test.csv";
string delimiter = ",";

string[][] output = new string[][]{
new string[]{"Col 1 Row 1", "Col 2 Row 1", "Col 3 Row 1"},
new string[]{"Col1 Row 2", "Col2 Row 2", "Col3 Row 2"}
};
int length = output.GetLength(0);
StringBuilder sb = new StringBuilder();
for (int index = 0; index < length; index++)
sb.AppendLine(string.Join(delimiter, output[index]));

File.WriteAllText(filePath, sb.ToString());

Year,Make,Model
1997,Ford,E350
2000,Mercury,Cougar