Here's two other ways of doing it. First, write a query returning the rows you want to keep:

-- Query 1

select *

from #UserSession us

where us.LastUpdated =(

select Max( LastUpdated )

from #UserSession

where UserName = us.UserName );

-- Query 2

select us.*

from #UserSession us

left join #UserSession us2

on us2.UserName = us.Username

and us2.LastUpdated > us.LastUpdated

where us2.UserName is null;

For those leery of subqueries, Query 1 will be impressively fast if the table is large, assuming Username and LastUpdated are properly indexed.

To delete, just invert the filter criteria and add to a DELETE statement. In this case, Query 2 is easier to invert so:

delete

from #UserSession us

from #UserSession us

left join #UserSession us2

on us2.UserName = us.Username

and us2.LastUpdated > us.LastUpdated

where us2.UserName is not null;

-- Verify

select *

from #UserSession;

Will this be faster than using analytics? Probably not. But it never hurts to have alternate ways to get to where you want to go.

Note: this code is written in SybaseIQ, which is the only system I have available to me at the moment. Some slight modification will be needed for Sql Server.