You can get the location of the characters you are looking for by using patindex

e.g.

declare @a varchar(10)

set @a = 'abcd a_b'

select patindex('%[ _]%', @a)

If you need to remove things, you can use replace, substring, ...

You can read on string manipulation functions that are available in T-SQL on http://msdn.microsoft.com/en-us/library/ms181984.aspx

However, if you need something more complicated, you may way to look at CLR functions.

Regards,

Andras