通常

using System;

internal static class Program
{
    private static void Main()
    {
        for ( int i = 0; i < 10000; i++ )
        {
            Console.WriteLine( i );
        }
    }
}

高速化

using System;
using System.IO;

internal static class Program
{
    private static void Main()
    {
        var sw = new StreamWriter( Console.OpenStandardOutput() )
        {
            AutoFlush = false,
        };
        Console.SetOut( sw );

        for ( int i = 0; i < 10000; i++ )
        {
            Console.WriteLine( i );
        }
    }
}

参考サイト様