For anyone interested, I found http://regexpal.com/ very useful when building and testing RegEx's. Just paste/key in your data, then build the regex and the results are instantaneously highlighted. Simple, but effective, and it does educate one while one pokes and prods away at different expressions.

As David pointed out, quite rightly, there are cases when the built-in's won't cut it, as in '\[\d+[\:\-*\d+]+\]' being a very simple pattern match argument where there may be several strings matching this pattern in a given input string. Converting this into LIKE/PATINDEX/CHARINDEX/et al, likely with WHILE loops, would make for horrendous code that a simple CLR pattern matching function eats for breakfast.

Thanks for excellent article David. I wish it had been published about 2 months ago!