Yes, my table is quite large and it does have primary keys, and I do generate the code automatically. In any case, here's a version that I ended up using which uses cross apply, instead of the case statement:
selectX.IndexID,
X.Status1,
Priority1 = case when PX.ColID = 1 then S.PriorityID end,
X.Status2,
Priority2 = case when PX.ColID = 2 then S.PriorityID end,
X.Status3,
Priority3 = case when PX.ColID = 3 then S.PriorityID end
from@tbl X cross apply
(
values( 1, X.Status1 ),
( 2, X.Status2 ),
( 3, X.Status3 )
) PX ( ColID, StatusID ) inner join
@spTable S on
S.StatusID = PX.StatusID
group by X.IndexID, X.Status1, X.Status2, X.Status3