IDataReader To Delimited String Function Efficiency?

I have a function that I use to export the contents of anything that implements IDataReader into delimited string (that I can then write to disk or send to a response stream). It works, and it's quick for smaller recordsets but gets bogged down once the record counts get over a thousand (I have something that does the same thing only it writes to a new Excel spreadsheet and it runs in about 25% of the time). I understand that with record sets that are very large, this could cause a memory issue since I'm reading it into a string, but typically these won't be any larger than 100k (if written out to disk). My question is, here's my function, is there anything you can spot that I could do more efficiently (like, I suppose I could stream line by line to the response in asp.net, or line by line to the file on a console app, I haven't tried that).

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