declare @List varchar(max)
select @List = isnull(@List + ',', '') + cast(ColumnName as varchar)
from MyTable
print @List
Por ejemplo:
declare @List varchar(max)
select @List = isnull(@List + ',', '') + cast(object_id as varchar)
from sys.objects
print @List
o
select stuff(
(select ',' + cast(object_id as varchar)
from sys.objects
for xml path('')),
1, 1, '')