If you need to know "where would this string appear in the set if it were actually an ordered list" (as in Jon Skeet's answer), you could consider a trie. This solution can only be used for certain types of "string-like" data, and if the "alphabet" is large compared to the number of strings it can quickly lose its advantages. Cache locality could also be a problem.
This could be over-engineered for a set of only N = 30,000 things that is largely precomputed, however. You might even do better just allocating an array of k * N Optional and filling it by skipping k spaces between each actual thing (thus reducing the probability that your rare insertions will require reallocation, still leaving you with a variant of binary search, and keeping your items in sorted order. If you need precise "where would this string appear in the set", though, this wouldn't work because you would need O(n) time to examine each space before the item checking if it was blank or O(n) time on insert to update a "how many items are really before me" counter in each slot. It could provide you with very fast imprecise indexes, though, and those indexes would be stable between insertions/deletions.