List(of String) or Array or ArrayList

List(Of String) will handle that, mostly - though you need to either use AddRange to add a collection of items, or Add to add one at a time:

lstOfString.Add(String1)
lstOfString.Add(String2)
lstOfString.Add(String3)
lstOfString.Add(String4)

If you're adding known values, as you show, a good option is to use something like:

Dim inputs() As String = { "some value", _
                              "some value2", _
                              "some value3", _
                              "some value4" }

Dim lstOfString as List(Of String) = new List(Of String)(inputs)

' ...
Dim s3 = lstOfStrings(3)

This will still allow you to add items later as desired, but also get your initial values in quickly.

---

Edit:

In your code, you need to fix the declaration. Change:

Dim lstWriteBits() As List(Of String) 

To:

Dim lstWriteBits As List(Of String) 

Currently, you're declaring an Array of List(Of String) objects.

You can do something like this,

  Dim lstOfStrings As New List(Of String) From {"Value1", "Value2", "Value3"}

Collection Initializers

Neither collection will let you add items that way.

You can make an extension to make for examle List(Of String) have an Add method that can do that:

Imports System.Runtime.CompilerServices
Module StringExtensions

  <Extension()>
  Public Sub Add(ByVal list As List(Of String), ParamArray values As String())
    For Each s As String In values
      list.Add(s)
    Next
  End Sub

End Module

Now you can add multiple value in one call:

Dim lstOfStrings as New List(Of String)
lstOfStrings.Add(String1, String2, String3, String4)