What is the most efficient way to concatenate strings in SQL Server?

If you're on SQL Server 2017+, there's a built-in function that's a bit simpler to use than a subquery with XML and STUFF, etc.

You can use STRING_AGG.

SELECT p.OwnerUserId, STRING_AGG(p.Score, ', ') AS aggro
FROM dbo.Posts AS p
WHERE p.Score > 100
GROUP BY p.OwnerUserId


SELECT p.OwnerUserId, STRING_AGG(p.Score, ', ')                        
                                 WITHIN GROUP (ORDER BY p.Score DESC) AS aggro_order
FROM dbo.Posts AS p
WHERE p.Score > 100
GROUP BY p.OwnerUserId 

SQL Server pre-2017

try something like this..

DECLARE @MyTable AS TABLE
(
   [Month] INT,
   Salary INT
);

INSERT INTO @MyTable VALUES (1,2000), (1,3100);


SELECT [Month],
    STUFF((
    SELECT ',' + CONVERT(NVARCHAR(30),Salary)
    from @MyTable
    WHERE Month = out.Month
    FOR XML Path(''))
    ,1,1,'') csv
 FROM @MyTable out
 GROUP BY Month;