Write it better/neat/fast (if condition)
I think using LINQ together with string.Join() would be the best option here:

var fields = new[] { "Address", "City", "District", "Province" };
var setValues = fields.Select(field =&gt; (string)dr[field])
                      .Where(value =&gt; !string.IsNullOrEmpty(value));
string fullAddress = string.Join(", ", setValues);