SELECT substring(list, 1, len(list) - 1)

FROM (SELECT list =

(SELECT DISTINCT name + ','

FROM sys.objects

ORDER BY name + ','

FOR XML PATH(''), TYPE).value('.', 'nvarchar(MAX)')) AS T

Yes, somewhat unwieldy and not fully intuitive. On the other hand, this is guaranteed to work as intended, which is not true for "SELECT @x = @x + col".