I needed to create a comma separated list from a series of values in a column in the database the other day, and being mindful of the affect of scalar UDFs on the query plan (after attending SQLBits VI) I looked around for an alternative method to my previous favourite using COALESCE.  A couple of blog comments mentioned using STUFF and FOR XML PATH to do this, and after a bit more research I found some examples from Kodyaz Development Resources which seemed to do the trick 

      SELECT ',' + <ColumnName>
      FROM <TableName>
      FOR XML PATH('')
    ), 1, 1, '') as CommaSeparatedList