Insert multiple rows into a SQL table
You are building a dynamic insert statement with parametrized values.  This works and there's nothing wrong with this method.  It may even be the best method for your circumstance.  It works well when your table is "small".  I have a rather large database which grows monotonically.  We keep adding rows and never remove any.  When your table grows beyond a certain point that is specific to your table design, inserts get very slow.  At this point, you will want to consider using the SqlBulkCopy class.  You insert the values into a DataTable and then do a bulk insert.  This is much faster because it uses a SQL Server specific method of loading data faster.  The SqlBulkCopy link has sample code.