Simple regex would be:
string input = "Give [Me Some] Purple (And More) Elephants";
string regex = "(\\[.*\\])|(\".*\")|('.*')|(\\(.*\\))";
string output = Regex.Replace(input, regex, "");
As for doing it a custom way where you want to build up the regex you would just need to build up the parts:
('.*') // example of the single quote check
Then have each individual regex part concatenated with an OR (the | in regex) as in my original example. Once you have your regex string built just run it once. The key is to get the regex into a single check because performing a many regex matches on one item and then iterating through a lot of items will probably see a significant decrease in performance.
In my first example that would take the place of the following line:
string input = "Give [Me Some] Purple (And More) Elephants";
string regex = "Your built up regex here";
string sOutput = Regex.Replace(input, regex, "");
I am sure someone will post a cool linq expression to build the regex based on an array of delimiter objects to match or something.