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I really dislike database queries which are slow for no apparent reason. I ran into one of those today. It queries over a few thousands of well indexed rows and returned a handful, perhaps 3, records. Time to do this? 33 seconds. Well that's no good for anybody. Digging into the query I found that it actually used a UNION to join 3 sets of similar data together. I go by the rule of thumb that SQL operations which treat data as sets and do things with that in mind are efficient. I'm not sure where I read that but it has stuck with me over the years. What it suggests is that you should avoid doing things like looping over rows or calling functions on masses of data.

As it turns out there are actually two different UNION operators in SQL Server: UNION and UNION ALL. They differ in how they handle duplicate entries. UNION will check each entry to ensure that it exists in the output only one time.

So if you had results like

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select * from a

ID     Name
 1     Bob
 2     Jane

select * from b

ID     Name
 3     Sally
 2     Jane

The result of running

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select * from a
union 
select * from b

ID     Name
 1     Bob
 3     Sally
 2     Jane

Here the duplicate record 2 is only returned once. On the other hand UNION ALL will assume that the result sets are already unique and return whatever it is given

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select * from a
union all
select * from b

ID     Name
 1     Bob
 2     Jane
 3     Sally
 2     Jane

UNION ALL is, as a result of not doing this duplicate check, far faster than UNION. On the data sets I tried the savings were between 40% and 95%. It isn't always the right answer but is another tool on your toolbelt.