Matching a column against values in code

Hello all.

I sometimes find myself needing an SQL query that will return all the 
rows of a table in which one column equals any one of a list of values I 
have in an array in code.

Does anyone know of a better way to do this than to loop through the 
array and append an "or" comparison to the sql statement, like this?

sqlString = sqlString + " or this_column='" + arrayOfValues[i] +"' ";


If someone knows a command or function I can look up in the docs, just 
say the name and I'll look there. 

Thanks a lot everyone.

--
Tim