I\'m using SQL Server 2008 and the Geometry datatype to store a list of UK a roads, which I\'ve imported from the Ordanance Survey STRATEGI data set.
Geometry
Ea
In SQL 2012 you can use UnionAggregate
SELECT geometry::UnionAggregate(shape) FROM Table
or if you have a geography column
SELECT geography ::UnionAggregate(shape) FROM Table