Just a slight modification to one of the examples:

WITH

Nbrs(n) AS (

    SELECT 1

    UNION ALL

    SELECT 1 + n FROM Nbrs WHERE n < 100)

SELECT CASE WHEN n%15 = 0 THEN 'BizzBuzz'

    WHEN n%3 = 0 THEN 'Bizz'

    WHEN n%5 = 0 THEN 'Buzz'

    ELSE CAST(n AS VARCHAR(8))

    END

FROM Nbrs

Saying n is divisible by 3 and n is divisible by 5 is just another way of saying n is divisible by 15.  I liked this option best, and my solution would have been similar, although my first thought would have been to create a Numbers table  first, especially if I planned on doing this type of operation often -- although this method with the CTE works well too