\documentclass{article}

\newcommand\slcmds{a,b,c,x,y,z,A,B,C,S,T}
\newcommand\getslcmd[1]{%
\expandafter\newcommand\csname #1n\endcsname{\ensuremath{\{#1_n\}}}}
\makeatletter
\@for\x:=\slcmds\do{\expandafter\getslcmd\expandafter{\x}}
\makeatother

\begin{document}

shu lie \an, \bn, \cn, or shu lie $\an$, $\bn$, $\cn$, and
\makeatletter
\@for\x:={x,y,z,A,B,C,S,T}\do{\csname\x n\endcsname, }
\makeatother


\end{document}