What Drew said.

I would add that, based on what you're showing UNION ALL is probably what you want. If you read Itzik Ben-Gan, he often refers to UNION as "UNION Distinct". What you need to understand is that UNION removes duplicates which usually involves a sort operator or a less optimal join algorithm in your query plan. Either way, I have never seen a situation where UNION was a faster way to go.

My rule of thumb is: if you can't explain exactly why you are using UNION over UNION ALL then you need to use UNION ALL.