How do I create an immutable Class?

I think you're on the right track -

• all information injected into the class should be supplied in the constructor
• all properties should be getters only
• if a collection (or Array) is passed into the constructor, it should be copied to keep the caller from modifying it later
• if you're going to return your collection, either return a copy or a read-only version (for example, using ArrayList.ReadOnly or similar - you can combine this with the previous point and store a read-only copy to be returned when callers access it), return an enumerator, or use some other method/property that allows read-only access into the collection
• keep in mind that you still may have the appearance of a mutable class if any of your members are mutable - if this is the case, you should copy away whatever state you will want to retain and avoid returning entire mutable objects, unless you copy them before giving them back to the caller - another option is to return only immutable "sections" of the mutable object - thanks to @Brian Rasmussen for encouraging me to expand this point

To be immutable, all your properties and fields should be readonly. And the items in any list should themselves be immutable.

You can make a readonly list property as follows:

public class MyClass
{
    public MyClass(..., IList<MyType> items)
    {
        ...
        _myReadOnlyList = new List<MyType>(items).AsReadOnly();
    }

    public IList<MyType> MyReadOnlyList
    {
        get { return _myReadOnlyList; }
    }
    private IList<MyType> _myReadOnlyList

}