this is somewhat shorter:
qq0i"<Esc>A",<Esc>jq@@
:%s/.*/"&",/ qq0i"<Esc>A",<Esc>jq@@
:%s/.*/"&",/Macros really shine when you need to do a bit more complex stuff, there is certainly a cutoff between ease of regex "from the top of my head" vs. spending time formulating it.