Edit 2: 
This is probably the easiest way to implement it. I tested it, it works fine. You could generate a infinite number of strings.
public IEnumerable<string> GenerateStrings()
{
    foreach(string character in Alphabet())
    {
      yield return character;
    }
    foreach (string prefix in GenerateStrings())
    {
      foreach(string suffix in Alphabet())
      {
        yield return prefix + suffix;
      }
    }
}
public IEnumerable<string> Alphabet()
{
    for(int i = 0; i < 26; i++)
    {
      yield return ((char)('A' + i)).ToString();
    }
}
Stuff I wrote before:
You could also write a little recursive function which returns any string by a certain index. This may not be optimal performance wise, because there are some repetitive divisions, but it may be fast enough for your purpose. 
It is quite short and easy:
string GetString(int index)
{
  if (index < 26)
  {
    return ((char)('A' + index)).ToString();
  }
  return GetString(index / 26 - 1) + GetString(index % 26);
}
usage (may also be put into another method:
List<string> strings = Enumerable.Range(0, 1000)
  .Select(x => GetString(x))
  .ToList();
This is working code, just wrote a test for it.
Edit: eg, the "full linq way" application of GetString:
public void IEnumerale<string> GenerateStrings()
{
  int index = 0;
  // generate "infinit" number of values ...
  while (true)
  {
     // ignoring index == int.MaxValue
     yield return GetString(index++);
  }
}
List<string> strings = GenerateStrings().Take(1000).ToList();