Try something like this:
Dim cb As New System.Text.StringBuilder("CREATE TABLE");
Dim tableName As String = InputBox("Name of table ")
cb.AppendFormat(" [{0}] ", tableName.Replace("]", "]]"))
cb.Append("(Id INTEGER Not Null PRIMARY KEY CLUSTERED ([Id] ASC)")
For Each item In CheckedListBox1.CheckedItems
Dim columnName As String = Convert.ToString(item)
cb.AppendFormat(", [{0}] nvarchar(max) NULL", columnName.Replace("]", "]]"))
Next
cb.Append(")")
Dim sql As String = cb.ToString()