维基百科上有很好的章节介绍了它们的区别。

Linked lists have several advantages over arrays. Elements can be inserted into linked lists indefinitely, while an array will eventually either fill up or need to be resized, an expensive operation that may not even be possible if memory is fragmented. Similarly, an array from which many elements are removed may become wastefully empty or need to be made smaller. On the other hand, arrays allow random access, while linked lists allow only sequential access to elements. Singly-linked lists, in fact, can only be traversed in one direction. This makes linked lists unsuitable for applications where it's useful to look up an element by its index quickly, such as heapsort. Sequential access on arrays is also faster than on linked lists on many machines due to locality of reference and data caches. Linked lists receive almost no benefit from the cache. Another disadvantage of linked lists is the extra storage needed for references, which often makes them impractical for lists of small data items such as characters or boolean values. It can also be slow, and with a naïve allocator, wasteful, to allocate memory separately for each new element, a problem generally solved using memory pools.

http://en.wikipedia.org/wiki/Linked_list

数组Vs链表:

由于内存碎片，阵列内存分配有时会失败。 在数组中缓存更好，因为所有元素都分配了连续的内存空间。 编码比数组更复杂。 与数组不同，在链表上没有大小限制 在链表中插入/删除更快，在数组中访问更快。 从多线程的角度来看，链表更好。

除了插入到列表中间更容易之外——从链表中间删除也比从数组中删除容易得多。

但坦率地说，我从未使用过链表。每当我需要快速插入和删除时，我也需要快速查找，所以我使用HashSet或Dictionary。

Arrays make sense where the exact number of items will be known, and where searching by index makes sense. For example, if I wanted to store the exact state of my video output at a given moment without compression I would probably use an array of size [1024][768]. This will provide me with exactly what I need, and a list would be much, much slower to get the value of a given pixel. In places where an array does not make sense there are generally better data types than a list to deal with data effectively.

使用链接列表的人必须阅读。人们会再次爱上数组的。 它谈到了 无序执行，硬件预取，内存延迟等。

http://www.futurechips.org/thoughts-for-researchers/quick-post-linked-lists.html

这里有一个快速的方法:移除物品更快。