Variables in a loop

You don't want 3 variables with the same name, you want an array of those variables.

string[] messages = new string[3]; // 3 item array

You can then store your items in the array elements

messages[0] = "Apple"; // array index starts at 0!
messages[1] = "Banana";
messages[2] = "Cherry"; 

Another way to create that array is an inline array initializer, saves some code

string[] messages = { "Apple", "Banana", "Cherry" }; 

(Note: there are more valid syntaxes for array initialization. Research on the various other methods is left as an exercise.)

And access them via a loop (foreach)

foreach (string fruit in messages)
{
    Console.WriteLine("I'm eating a " + fruit);
}

Or for

for (int i = 0; i < messages.Length; i++)
{
    Console.WriteLine("I'm eating a " + messages[i]); // reading the value
    messages[i] = "blabla" + i.ToString(); // writing a value to the array
}

can you use an array? or list type?

string[] messages = new string[3];
for (int i = 1; i <=3; i++)
 {
   messages[i] = "blabla" + i.ToString();
 }

You said you don't want to have a switch statement. I realize this does have a switch, but if you must have three different variables, you could encapsulate your switch inside a function call:

string message1 = null;
string message2 = null; 
string message3 = null;

void SetMessage(int i, string value)
{
    if(i == 1)
        message1 = value;
    etc
}

 for (int i = 1; i <=3; i++)
 {
   SetMessage(i, "blabla" + i.ToString());
 }

Not an optimal solution but if you MUST have separate variables it will hide the mess.

You can't do that (well, not sanely). Have you considered using an array of strings instead?

I think you should use an array for this kind of variables.

string[] message = new string[3];
for (int i = 1; i <=3; i++)
{
     message[i] = "blabla" + i.ToString();
}

Usually instead of having N differents variables named 1, 2, ..., N the way is to store them in an array:

string message[3];
message[0] = null;
message[1] = null;
message[2] = null; 

and then the loop:

for (int i = 0; i <=2; i++)  
{  
   message[i] = "blabla" + i.ToString();  
}  

Note that, usually again, a set of indexed variables starts with value 0 ;)

I would go about it a little differently, maybe use a dictionary and store your messages. Something like this:

 Dictionary<string, string> messages = new Dictionary<string, string>();
 for(int i = 1; i <= 3; i++)
 {
      messages.Add("message" + i.ToString(), i.ToString());
 }

You can also do it without the index:

    string[] Messages = { "Tom", "Dick", "Harry" };

    foreach (String Message in Messages)
    {
        Response.Write("Hello " + Message + "<br />");
    }

If you declare your variable in a class as public variables, you can access them as follow;

public partial class _Default : System.Web.UI.Page
{
    public string message1 = null;
    public string message2 = null; 
    public string message3 = null;


    public void setVars()
    {
        for (int i = 1; i <=3; i++)
         {
             this.GetType().GetField("message" + i.ToString()).SetValue(this, "blabla" + i.ToString());

         }
    }




}