Return collection as read-only

If your underlying data is stored as list you can use List(T).AsReadOnly method.
If your data can be enumerated, you can use Enumerable.ToList method to cast your collection to List and call AsReadOnly on it.

If your only intent is to get calling code to not make a mistake, and modify the collection when it should only be reading all that is necessary is to return an interface which doesn't support Add, Remove, etc.. Why not return IEnumerable<string>? Calling code would have to cast, which they are unlikely to do without knowing the internals of the property they are accessing.

If however your intent is to prevent the calling code from observing updates from other threads you'll have to fall back to solutions already mentioned, to perform a deep or shallow copy depending on your need.

I voted for your accepted answer and agree with it--however might I give you something to consider?

Don't return a collection directly. Make an accurately named business logic class that reflects the purpose of the collection.

The main advantage of this comes in the fact that you can't add code to collections so whenever you have a native "collection" in your object model, you ALWAYS have non-OO support code spread throughout your project to access it.

For instance, if your collection was invoices, you'd probably have 3 or 4 places in your code where you iterated over unpaid invoices. You could have a getUnpaidInvoices method. However, the real power comes in when you start to think of methods like "payUnpaidInvoices(payer, account);".

When you pass around collections instead of writing an object model, entire classes of refactorings will never occur to you.

Note also that this makes your problem particularly nice. If you don't want people changing the collections, your container need contain no mutators. If you decide later that in just one case you actually HAVE to modify it, you can create a safe mechanism to do so.

How do you solve that problem when you are passing around a native collection?

Also, native collections can't be enhanced with extra data. You'll recognize this next time you find that you pass in (Collection, Extra) to more than one or two methods. It indicates that "Extra" belongs with the object containing your collection.