You may have read my post yeterday talking about a method of calculating running totals that was based on a post by Adam Machanic. Adam quite rightly pointed out that my solution used an undocumented feature and was therefore not preferable.
Instead, Adam has improved the execution time still further without using a cursor and without using undocumented features. Use SQLCLR instead. Here's his method: http://sqljunkies.com/WebLog/amachanic/archive/2006/02/28/18309.aspx
So not only has he eliminated the use of cursors and in the process provided a MUCH quicker solution, he has also proven the value of integrating the CLR within SQL Server. Great job Adam!
It may take a while to read through this post thread but I highly recommend that you do if you're interested in performance tuning SQL Server or understanding the SQLCLR integration in SQL2005!
Of course, this is only of use if you're using SQL2005 but there's plenty of other solutions in this thread that you can use if you're not!
-Jamie