How do you deal with blank spaces in column names in SQL Server?

select [Response Status Code], [Client Response Status Code]
from TC_Sessions (NOLOCK) 
WHERE StartDate BETWEEN '05-15-2012' AND '06-01-2012' 
AND SupplyID = 3367 

Wrap the names in square brackets.

It is , however, best to avoid spaces in names if possible. It just creates more work for you down the road...

select
   [Response Status Code],
   [Client Response Status Code] 
from TC_Sessions (NOLOCK)
WHERE StartDate BETWEEN '05-15-2012' AND '06-01-2012'
AND SupplyID = 3367

This will work for table names as well, and is also a good practice if your field name is a reserved word or similar, such as [Order] or [Month]

A better practice is to avoid those entirely...

I understand the need for creating columns with spaces in them, especially for reports that users will interact with, it's not very user-friendly to have a column heading labeled as 'Client_Response_Status_Code'.

Certainly the previous answers were all technically correct, however I would suggest rather than create columns with spaces in their names, create views and change the column names there instead...

For Example:

create view TC_Sessions_Report as
select response_status_code AS [Response State Code], 
       client_response_status_code as [Client Response Status Code]

...

This way you don't have to deal with those "friendly" column names everywhere in your code, but where you do need to use the friendly column names you can use the view instead...