var str = "ssyyaillxx";
var filter = str.ToCharArray().GroupBy(s => s).Where(g => g.Count() == 1).Select(g => g.Key);
var result = string.Join("", filter.ToArray());
Console.WriteLine(result);
Console.Read();

------解决方案--------------------
C# code
string test_str = "ssyyaillxx";
                test_str=string.Join("",test_str.ToCharArray().GroupBy(a => a).Where(a => a.Count() == 1).Select(a=>a.Key).ToArray());//ai

------解决方案--------------------
C# code

string str = @"dgsagsdretdddtetwq";
char[] chars = str.ToList<char>().Distinct().ToArray<char>();
str = new string(chars);

------解决方案--------------------
linq代码实现确实要优雅很多 不过你没接触过我这边写了段比较傻的代码 不知道你能不能看懂 主要就是循环然后查看当前字符和前后字符是否相等
C# code

static void Main(string[] args)
        {
            var testString = "aaabbbcdefffkffff";
            var charArray = testString.ToCharArray();
            var length = charArray.Length;
            StringBuilder sb = new StringBuilder();
            List<string> returnValue = new List<string>();
            for (int i = 1; i < length; i++)
            {
                var current = charArray[i];
                if (i < length-1)
                {
                    if (current == charArray[i + 1] || current == charArray[i - 1])
                    {
                        if (sb.Length != 0)
                        {
                            returnValue.Add(sb.ToString());
                            sb.Clear();
                        }
                        continue;
                    }
                    else
                    {
                        sb.Append(current);
                    }
                }
                else
                {
                    if (current == charArray[i - 1])
                    {
                        continue;//检测最后一个字符是否有重复
                    }
                    else
                    {
                        sb.Append(current);
                    }
                }
            }
            if (sb.Length != 0)
            {
                returnValue.Add(sb.ToString());
            }
            foreach (var temp in returnValue)
            {
                Console.WriteLine(temp);
            }
            Console.ReadLine();
        }