I can quite easily dump data into a text file such as:
sqlcmd -S myServer -d myDB -E -Q \"select col1, col2, col3 from SomeTable\"
-o \"MyData.txt\"
>
sqlcmd -S myServer -d myDB -E -o "MyData.txt" ^
-Q "select bar from foo" ^
-W -w 999 -s","
The last line contains CSV-specific options.
-W remove trailing spaces from each individual field-s"," sets the column seperator to the comma (,) -w 999 sets the row width to 999 charsscottm's answer is very close to what I use, but I find the -W to be a really nice addition: I needn't trim whitespace when I consume the CSV elsewhere.
Also see the MSDN sqlcmd reference. It puts the /? option's output to shame.