String concatenation is not efficient in .NET because Strings are immutable. Changes made to a String cause a new copy of the String to be created, resulting in unnecessary overhead for each operation and extra garbage waiting to be collected. This can result in very noticeable performance loss especially when looping.
Make use of the StringBuilder class when concatenating a String instead of adding to a String object. There is some overhead when creating a StringBuilder, but this overhead is offset after about five operations. Make a habit of using the StringBuilder class when five or more operations are expected to be done on the String.

Below is a short speed test to see how dramatic of a difference there can be when looping.

Code-behind:

Dim dateStart As DateTime
Dim dateEnd As DateTime
Dim timeDiff As TimeSpan

'Run for regular string concat-------------
Dim strRegular As String = ""
dateStart = Date.Now
For i As Integer = 0 To 15000
strRegular = strRegular + i.ToString
Next
dateEnd = Date.Now
timeDiff = dateEnd - dateStart
Me.LitSRegular.Text = timeDiff.ToString
'------------------------------------------
'Run for stringbuilder---------------------
Dim strbTest As New StringBuilder()
dateStart = Date.Now
For i As Integer = 0 To 15000
strbTest.Append(i.ToString)
Next
dateEnd = Date.Now
timeDiff = dateEnd - dateStart
Me.LitSBuilder.Text = timeDiff.ToString
'------------------------------------------

Front-end:

Regular string concatenation: <asp:Literal ID="LitSRegular" runat="server"></asp:Literal>
<br />
StringBuilder: <asp:Literal ID="LitSBuilder" runat="server"></asp:Literal>

Running the above code will provide similar results to the following:
Regular string concatenation: 00:00:01.8281250
StringBuilder: 00:00:00.0156250