using (FileStream fsStream = new FileStream("Bytes.data", FileMode.Create))
using (BinaryWriter writer = new BinaryWriter(fsStream, Encoding.UTF8))
{
    // Writing the strings.
    writer.Write("The");
    writer.Write(" strings");
    writer.Write(" I");
    writer.Write(" want");
    writer.Write(".");

    // Writing your bytes afterwards.
    writer.Write(new byte[]
                 {
                     0xff,
                     0xfe
                 });
}