T-SQL STOP or ABORT command in SQL Server

To work around the RETURN/GO issue you could put RAISERROR ('Oi! Stop!', 20, 1) WITH LOG at the top.

This will close the client connection as per RAISERROR on MSDN.

The very big downside is you have to be sysadmin to use severity 20.

Edit:

A simple demonstration to counter Jersey Dude's comment...

RAISERROR ('Oi! Stop!', 20, 1)  WITH LOG
SELECT 'Will not run'
GO
SELECT 'Will not run'
GO
SELECT 'Will not run'
GO

Why not simply add the following to the beginning of the script

PRINT 'INACTIVE SCRIPT'
RETURN

No, there isn't one - you have a couple of options:

1. Wrap the whole script in a big if/end block that is simply ensured to not be true (i.e. "if 1=2 begin" - this will only work however if the script doesn't include any GO statements (as those indicate a new batch)

2. Use the return statement at the top (again, limited by the batch separators)

3. Use a connection based approach, which will ensure non-execution for the entire script (entire connection to be more accurate) - use something like a 'SET PARSEONLY ON' or 'SET NOEXEC ON' at the top of the script. This will ensure all statements in the connection (or until said set statement is turned off) will not execute and will instead be parsed/compiled only.

4. Use a comment block to comment out the entire script (i.e. /* and */)

EDIT: Demonstration that the 'return' statement is batch specific - note that you will continue to see result-sets after the returns:

select 1
return
go
select 2
return
select 3
go
select 4
return
select 5
select 6
go

An alternate solution could be to alter the flow of execution of your script by using the GOTO statement...

DECLARE  @RunScript bit;
SET @RunScript = 0;

IF @RunScript != 1
BEGIN
RAISERROR ('Raise Error does not stop processing, so we will call GOTO to skip over the script', 1, 1);
GOTO Skipper -- This will skip over the script and go to Skipper
END

PRINT 'This is where your working script can go';
PRINT 'This is where your working script can go';
PRINT 'This is where your working script can go';
PRINT 'This is where your working script can go';

Skipper: -- Don't do nuttin!

Warning! The above sample was derived from an example I got from Merrill Aldrich. Before you implement the GOTO statement blindly, I recommend you read his tutorial on Flow control in T-SQL Scripts.