If you always want the numbers table to start at 1, this demonstrates both an alternative to the function and a comparison of run times from 10 rows to 10 million rows...

--===== Setup the test environment

    SET NOCOUNT ON --Supress the auto-display of rowcounts for appearance & speed

--===== Declare local variables

DECLARE @DesiredRows INT        --Number of rows desired in the result object

DECLARE @StartTime   DATETIME   --For calculation of duration times

--================================================================================

--===== Loop through the tests from 10 to 10 million =============================

    SET @DesiredRows = 10

  WHILE @DesiredRows <= 10000000

  BEGIN

--================================================================================

--      Test the SELECT/INTO Method (temp table)

--================================================================================

--===== If the temporary Tally (Numbers) table exists, drop it

     -- (Included just for test repeatability.  Should not have to do in real life

     -- because won't exist when new connection starts)

     IF OBJECT_ID('TempDB..#Tally','U') IS NOT NULL

        DROP TABLE #Tally

--===== Limit the desired number of rows

    SET ROWCOUNT @DesiredRows

--===== Start the timer and run the test

    SET @StartTime = GETDATE()

 SELECT IDENTITY(INT,1,1) AS N

   INTO #Tally

   FROM Master.dbo.SysColumns sc1 WITH (NOLOCK),

        Master.dbo.SysColumns sc2 WITH (NOLOCK)

--===== Report the rowcount and duration in seconds

  PRINT STR(@@ROWCOUNT) + ' Rows Inserted '

      + CONVERT(CHAR(13),GETDATE()-@StartTime,114) + ' Duration SELECT/INTO Method'

--===== Return to normal unlimited rowcounts

    SET ROWCOUNT 0

--================================================================================

--      Test the F_TABLE_NUMBER_RANGE Method (table variables)

--      Function F_TABLE_NUMBER_RANGE available on this link  

--      http://www.sqlteam.com/forums/topic.asp?TOPIC_ID=47685  

--================================================================================

--===== Start the timer and run the test

    SET @StartTime = GETDATE()

DECLARE @N TABLE(Number INT) --Not sure why this works in a loop, but it does

 INSERT INTO @N

 SELECT Number

   FROM dbo.F_TABLE_NUMBER_RANGE(1,@DesiredRows)

--===== Report the rowcount and duration in seconds

  PRINT STR(@@ROWCOUNT) + ' Rows Inserted '

      + CONVERT(CHAR(13),GETDATE()-@StartTime,114) + ' Duration F_TABLE_NUMBER_RANGE Method'

--===== Delete rows from the table variable so as not to build up rows between tests

--TRUNCATE TABLE @N --Doesn't work on table variables...

--DROP TABLE @N     --Neither does this...

DELETE @N           --But this does.

  PRINT REPLICATE('=',78)

--================================================================================

--===== End of test loop =========================================================

    SET @DesiredRows = @DesiredRows * 10

    END

... and here's the results it produced on my humble 1.8 Ghz 1 GB Ram SQL Server 2000 SP 4 Developer's Edition desktop box at home...

        10 Rows Inserted 00:00:00:000  Duration SELECT/INTO Method

        10 Rows Inserted 00:00:00:000  Duration F_TABLE_NUMBER_RANGE Method

==============================================================================

       100 Rows Inserted 00:00:00:000  Duration SELECT/INTO Method

       100 Rows Inserted 00:00:00:013  Duration F_TABLE_NUMBER_RANGE Method

==============================================================================

      1000 Rows Inserted 00:00:00:000  Duration SELECT/INTO Method

      1000 Rows Inserted 00:00:00:017  Duration F_TABLE_NUMBER_RANGE Method

==============================================================================

     10000 Rows Inserted 00:00:00:033  Duration SELECT/INTO Method

     10000 Rows Inserted 00:00:00:077  Duration F_TABLE_NUMBER_RANGE Method

==============================================================================

    100000 Rows Inserted 00:00:00:203  Duration SELECT/INTO Method

    100000 Rows Inserted 00:00:00:750  Duration F_TABLE_NUMBER_RANGE Method

==============================================================================

   1000000 Rows Inserted 00:00:02:000  Duration SELECT/INTO Method

   1000000 Rows Inserted 00:00:08:093  Duration F_TABLE_NUMBER_RANGE Method

==============================================================================

  10000000 Rows Inserted 00:00:20:253  Duration SELECT/INTO Method

  10000000 Rows Inserted 00:01:48:123  Duration F_TABLE_NUMBER_RANGE Method

==============================================================================