using System;

using System.Diagnostics;

using System.Collections.Generic;

using System.Linq;

​

public class Program

{

    public static void Main()

    {

            Stopwatch stopwatch = Stopwatch.StartNew();

            DateTime startDate = new DateTime(1,01,01); 

            DateTime endDate = new DateTime(9999, 12, 31); 

            DateTime loopDate = startDate;

            var totalMonths = ((endDate.Year - startDate.Year) * 12) + endDate.Month - startDate.Month;

            if (startDate.Day != 1)

            {

                loopDate = new DateTime(startDate.Year, startDate.Month, 1).AddMonths(1);

            }

​

            List<DateTime> firstDayOfMonth = Enumerable.Range(0, totalMonths)

                .Select(i => loopDate.AddMonths(i))

                .ToList();

​

            firstDayOfMonth.Add(new DateTime(endDate.Year,endDate.Month, 1));

            stopwatch.Stop();

        Console.WriteLine("Found dates: {0} in {1} milliseconds", firstDayOfMonth.Count, stopwatch.ElapsedMilliseconds);

    }

}