MySQL had a nifty command SELECT ... INTO OUTFILE that could write the result set into a file (CSV format or some other optional format).
SELECT ... INTO OUTFILE
I am currentl
In SQL Management Studio you can:
Right click on the result set grid, select 'Save Result As...' and save in.
On a tool bar toggle 'Result to Text' button. This will prompt for file name on each query run.
If you need to automate it, use bcp tool.