C# looping through an array

Just increment i by 3 in each step:

  Debug.Assert((theData.Length % 3) == 0);  // 'theData' will always be divisible by 3

  for (int i = 0; i < theData.Length; i += 3)
  {
       //grab 3 items at a time and do db insert, 
       // continue until all items are gone..
       string item1 = theData[i+0];
       string item2 = theData[i+1];
       string item3 = theData[i+2];
       // use the items
  }

To answer some comments, it is a given that theData.Length is a multiple of 3 so there is no need to check for theData.Length-2 as an upperbound. That would only mask errors in the preconditions.

i++ is the standard use of a loop, but not the only way. Try incrementing by 3 each time:

 for (int i = 0; i < theData.Length - 2; i+=3) 
    { 

        // use theData[i], theData[i+1], theData[i+2]

    } 

Not too difficult. Just increment the counter of the for loop by 3 each iteration and then offset the indexer to get the batch of 3 at a time:

for(int i=0; i < theData.Length; i+=3)
{
    var item1 = theData[i];
    var item2 = theData[i+1];
    var item3 = theData[i+2];
}

If the length of the array wasn't garuanteed to be a multiple of three, you would need to check the upper bound with theData.Length - 2 instead.