Try..
class clsbo
{
public List<string> hobbies{ get; set; }
}
clsbo objbo= new clsbo();
objbo.hobbies = new List<string>();
foreach (ListItem li in CheckBoxList1.Items)
{
if(li.Selected)
{
if (li.Value != null && li.Value != "")
{
objbo.hobbies.Add(li.Value);
}
}
}