How to concatenate strings and commas in SQL Server?

This modified version of Lamak's handles NULL or strings containing only space/empty:

SELECT  COALESCE(NULLIF(VRI.Street_Number_and_Modifier, '') + ',', '') + 
        COALESCE(NULLIF(VRI.Street_Direction, '') + ',', '') + 
        COALESCE(NULLIF(VRI.Street_Name, '') + ',', '') + 
        COALESCE(NULLIF(VRI.Street_Direction, '') + ',', '') + 
        COALESCE(NULLIF(VRI.Street_Suffix, '') + ',', '') + 
        COALESCE(NULLIF(VRI.Street_Post_Direction, '') + ',', '') + 
        COALESCE(NULLIF(VRI.Unit, ''), '')
FROM View_Report_Information_Tables VRI

I was able to get it to work with a slightly different approach. Putting the commas at the beginning of each field and then removing the first one with the STUFF function worked for me:

SELECT 

    STUFF((COALESCE(', ' + NULLIF(VRI.Street_Number_and_Modifier, ''), '') +
        COALESCE(', ' + NULLIF(VRI.Street_Direction, ''), '') + 
        COALESCE(', ' + NULLIF(VRI.Street_Name, ''), '')) +
        COALESCE(', ' + NULLIF(VRI.Street_Direction, ''), '')) +
        COALESCE(', ' + NULLIF(VRI.Street_Suffix, ''), '')) +
        COALESCE(', ' + NULLIF(VRI.Street_Post_Direction, ''), '')) +
        COALESCE(', ' + NULLIF(VRI.Unit, ''), ''))
    , 1, 2, '')

FROM View_Report_Information_Tables AS VRI

If the columns are empty instead of null, you can try this:

SELECT VRI.Street_Number_and_Modifier 
    + CASE WHEN VRI.Street_Number_and_Modifier <> '' THEN ', ' ELSE '' END
       + VRI.Street_Direction
    + CASE WHEN VRI.Street_Direction <> '' THEN ', ' ELSE '' END
       + VRI.Street_Name
    + CASE WHEN VRI.Street_Name <> '' THEN ', ' ELSE '' END
       + VRI.Street_Direction
    + CASE WHEN VRI.Street_Direction <> '' THEN ', ' ELSE '' END
       + VRI.Street_Suffix
    + CASE WHEN VRI.Street_Suffix <> '' THEN ', ' ELSE '' END
       + VRI.Street_Post_Direction
    + CASE WHEN VRI.Street_Post_Direction <> '' THEN ', ' ELSE '' END
       + VRI.Unit
    + CASE WHEN VRI.Unit<> '' THEN ', ' ELSE '' END
FROM View_Report_Information_Tables VRI