Save Results as CSV *with* headers in SSMS

In SSMS you need to change some options:

Tools - Options - Query results - sql server - results to grid (or text) -> Include column headers when copying or saving the results.

Changed settings are applied to new, but not existing query windows.

I see that you clearly stated you're looking for a solution in SSMS but I thought I would provide a PowerShell solution in case it helps (SQLPS is accessible from inside of SSMS 2008 & 2008 R2).

You can use SQLPS (or regular PowerShell with the SQL cmdlet snapin) to run something like this:

Invoke-Sqlcmd -Query "sp_databases" -ServerInstance "LocalHost\R2" |
Export-Csv -Path "C:\temp\MyDatabaseSizes.csv" -NoTypeInformation

I can keep going with this example if you're interested.

If you like the PowerShell script approach, I have a script that Exports to CSV from SSMS via PowerShell. I like it in so far you can have a dynamic SQL Script, heck you can select whatever text and SSMS passes it to the script as an argument.

Only downside is I haven't found a clever way to pass along the current window's connection. My current work-around is to have different tools set up that vary only in their connection strings i.e. PROD_DW, PROD_DB, TEST_DW...