Finding symmetric difference with LINQ

Use HashSet<T> directly - it has a SymmetricExceptWith method:

HashSet<T> data = new HashSet<T>(a);
data.SymmetricExceptWith(b);

EDIT: If you want to maintain the order, here's an alternative:

HashSet<T> data = new HashSet<T>(a);
data.IntersectWith(b);
foreach (T t in a.Concat(b))
{
    if (!data.Contains(t))
    {
        yield return t;
    }
}

This has the following important differences:

• Both a and b are iterated over twice. In some cases that could be a very bad thing - you could call ToList on each of them to start with to retain a buffer.

• If there are duplicates in either a or b, they will be yielded multiple times. If you wanted to avoid this you could keep a set of already-yielded values. At this point, it would be equivalent to:

  a.Concat(b).Except(a.Intersect(b))
  

That's still only two set operations instead of the three in your original code though.

Given a.Except(b) and b.Except(a) are disjoint, you can use concat instead of union, saving a set operator (and concat is more efficient).

return a.Except (b).Concat (b.Except (a));

This still runs through each list twice.