SSMS 2012, results to grid, with the option to quote values containing the column delimiter. Why one wouldn't want to do that, among other things, is beyond me:
Surely, this is by no means an important feature (although quick and useful), but correct CSV output is so dirt simple to implement (case when value like '%[,"
]%' then '"' + replace(value,'"','""') + '"' else value end), it is very irritating that SSMS even has the option to save as (broken) CSV.
If enough folks ask for it...
Are there any other areas where SQL fails with CSV format? Bulk import?