How to make a valid Windows filename from an arbitrary string?

This isn't more efficient, but it's more fun :)

var fileName = "foo:bar";
var invalidChars = System.IO.Path.GetInvalidFileNameChars();
var cleanFileName = new string(fileName.Where(m => !invalidChars.Contains(m)).ToArray<char>());

In case anyone wants an optimized version based on StringBuilder, use this. Includes rkagerer's trick as an option.

static char[] _invalids;

/// <summary>Replaces characters in <c>text</c> that are not allowed in 
/// file names with the specified replacement character.</summary>
/// <param name="text">Text to make into a valid filename. The same string is returned if it is valid already.</param>
/// <param name="replacement">Replacement character, or null to simply remove bad characters.</param>
/// <param name="fancy">Whether to replace quotes and slashes with the non-ASCII characters ” and ⁄.</param>
/// <returns>A string that can be used as a filename. If the output string would otherwise be empty, returns "_".</returns>
public static string MakeValidFileName(string text, char? replacement = '_', bool fancy = true)
{
    StringBuilder sb = new StringBuilder(text.Length);
    var invalids = _invalids ?? (_invalids = Path.GetInvalidFileNameChars());
    bool changed = false;
    for (int i = 0; i < text.Length; i++) {
        char c = text[i];
        if (invalids.Contains(c)) {
            changed = true;
            var repl = replacement ?? '\0';
            if (fancy) {
                if (c == '"')       repl = '”'; // U+201D right double quotation mark
                else if (c == '\'') repl = '’'; // U+2019 right single quotation mark
                else if (c == '/')  repl = '⁄'; // U+2044 fraction slash
            }
            if (repl != '\0')
                sb.Append(repl);
        } else
            sb.Append(c);
    }
    if (sb.Length == 0)
        return "_";
    return changed ? sb.ToString() : text;
}

Try something like this:

string fileName = "something";
foreach (char c in System.IO.Path.GetInvalidFileNameChars())
{
   fileName = fileName.Replace(c, '_');
}

Edit:

Since GetInvalidFileNameChars() will return 10 or 15 chars, it's better to use a StringBuilder instead of a simple string; the original version will take longer and consume more memory.

fileName = fileName.Replace(":", "-") 

However ":" is not the only illegal character for Windows. You will also have to handle:

/, \, :, *, ?, ", <, > and |

These are contained in System.IO.Path.GetInvalidFileNameChars();

Also (on Windows), "." cannot be the only character in the filename (both ".", "..", "...", and so on are invalid). Be careful when naming files with ".", for example:

echo "test" > .test.

Will generate a file named ".test"

Lastly, if you really want to do things correctly, there are some special file names you need to look out for. On Windows you can't create files named:

CON, PRN, AUX, CLOCK$, NUL
COM0, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9
LPT0, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, and LPT9.