How to create a unique index on a NULL column?

Pretty sure you can't do that, as it violates the purpose of uniques.

However, this person seems to have a decent work around: http://sqlservercodebook.blogspot.com/2008/04/multiple-null-values-in-unique-index-in.html

It is possible to use filter predicates to specify which rows to include in the index.

From the documentation:

WHERE <filter_predicate> Creates a filtered index by specifying which rows to include in the index. The filtered index must be a nonclustered index on a table. Creates filtered statistics for the data rows in the filtered index.

Example:

CREATE TABLE Table1 (
  NullableCol int NULL
)

CREATE UNIQUE INDEX IX_Table1 ON Table1 (NullableCol) WHERE NullableCol IS NOT NULL;

The calculated column trick is widely known as a "nullbuster"; my notes credit Steve Kass:

CREATE TABLE dupNulls (
pk int identity(1,1) primary key,
X  int NULL,
nullbuster as (case when X is null then pk else 0 end),
CONSTRAINT dupNulls_uqX UNIQUE (X,nullbuster)
)

Using SQL Server 2008, you can create a filtered index.

CREATE UNIQUE INDEX AK_MyTable_Column1 ON MyTable (Column1) WHERE Column1 IS NOT NULL

Another option is a trigger to check uniqueness, but this could affect performance.