\documentclass[12pt]{article}
\usepackage{fixltx2e}%% the official fixes for LaTeX2e
\usepackage[T1]{fontenc}
\usepackage[latin1]{inputenc}
\usepackage[scaled=0.92]{helvet}
\usepackage{mathptmx}
\usepackage{courier}
\makeatletter
\def\verbatim@font{\small\normalfont\ttfamily}
\makeatother
\usepackage{array}
\begin{document}
\title{A Demo for a Centered List}
\author{Herbert Voß}
\date{14.5.2002}
\maketitle

insert a 1x1 tabular as usual, but with a colsep of 0pt
\begin{verbatim}
\begin{tabular}{@{\textbullet}l}
    first item\\
    second item\\
    third item
\end{tabular}
\end{verbatim}

Then you'll get a centered list:

\begin{center}
\begin{tabular}{@{\textbullet}l}
first item\\
second item\\
third item
\end{tabular}
\end{center}


To enable linebreaks give the table a fixed with a column definition like \verb|p{5cm}|.
Now you get a centered list-environment where the longest line is
used for the centering.

\begin{center}
\begin{tabular}{@{\textbullet}p{5cm}}\hline
first item\\
second item\\
third item
\end{tabular}
\end{center}

\end{document}