I would say it depends what you're trying to accomplish. Generally, however, my opinion is that you have access to a great framework that does a lot of hard work for you so use it (ie. use List<> instead of array).
Have a look at the members on offer to you by a class like List<> and you'll see what I mean: in addition to not having to worry as much about array capacity and index out of bounds exceptions, List and other ICollection/IList classes give you methods like Add, Remove, Clear, Insert, Find, etc that are infinitely helpful. I also believe
myList.Add (myWidg);
is a lot nicer to read and maintain than
myArr [i] = myWidg;