chkList.Items[i].CheckState  = CheckState.Checked ; 
//判断是否选中
//然后获得值
chkList.Items[i].Value.ToString();

------解决方案--------------------

int count = checkedListBox1.Items.Count;
for (int i = 0;i<count;i++)
{
if (checkedListBox1.GetItemChecked(i))
{
MessageBox.Show(checkedListBox1.Items[i].ToString());
}
}