MySQL had a nifty command SELECT ... INTO OUTFILE
that could write the result set into a file (CSV format or some other optional format).
I am currentl
In SQL Management Studio you can:
Right click on the result set grid, select 'Save Result As...' and save in.
On a tool bar toggle 'Result to Text' button. This will prompt for file name on each query run.
If you need to automate it, use bcp tool.
In SSMS, "Query" menu item... "Results to"... "Results to File"
Shortcut = CTRL+shift+F
You can set it globally too
"Tools"... "Options"... "Query Results"... "SQL Server".. "Default destination" drop down
Edit: after comment
In SSMS, "Query" menu item... "SQLCMD" mode
This allows you to run "command line" like actions.
A quick test in my SSMS 2008
:OUT c:\foo.txt
SELECT * FROM sys.objects
Edit, Sep 2012
:OUT c:\foo.txt
SET NOCOUNT ON;SELECT * FROM sys.objects