Sandor,

Have a look at Jeff Moden's splitter testing. You'll find that the inline tally table version is quite fast without needing a helper table and he's done all the testing you need.

http://www.sqlservercentral.com/articles/Tally+Table/72993/

Another article: http://www.simple-talk.com/sql/t-sql-programming/clr-performance-testing/