This article will share collection of links in regards to various aspects in Transact-SQL language I acquired over the years and saved in links.txt file. Many of these links come very handy answering various questions in SQL Server related forums.

Select Top N Rows per Group

Optimizing TOP N per Group Queries - blog by Itzik Ben-Gan explaining various optimization ideas.
Including an Aggregated Column's Related Values - this blog presents several solutions of the problem with explanations for each.
Including an Aggregated Column's Related Values - Part 2 - the second blog in the series with use cases for the previous blog.

Performance Optimization

Speed Up Performance And Slash Your Table Size By 90% By Using Bitwise Logic - interesting and novel blog by Denis Gobo.
Only In A Database Can You Get 1000% + Improvement By Changing A Few Lines Of Code - very impressive blog by Denis Gobo.
Slow in the Application, Fast in SSMS? - comprehensive long article by Erland Sommarskog.
Performance consideration when using a Table Variable - Peter Larsson article.
LEFT JOIN vs NOT EXISTS - performance comparison by Gail Shaw.

EXECUTE vs sp_ExecuteSQL

Avoid Conversions In Execution Plans By Using sp_executesql Instead of Exec - by Denis Gobo.
Changing exec to sp_executesql doesn't provide any benefit if you are not using parameters correctly - by Denis Gobo.

SQL Server Internals

How SQL Server stores data - by Dmitri Korotkevich.
Inside the Storage Engine: Anatomy of a record - by Paul Randal.
Advanced T-SQL Tuning - Why Internals Knowledge Matters - very interesting article by Paul White.
Brad's Sure Guide to SQL Storage Compress
Do not use spaces or other invalid characters in your column names - helpful tip by George Mastros.

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Dynamic Search

Do you use ISNULL(...). Don't, it does not perform - short blog by Denis Gobo.
Dynamic Search Conditions in T-SQL Version for SQL 2008 (SP1 CU5 and later) - long and comprehensive article by Erland Sommarskog.
Catch All Queries - short blog by Gail Shaw.
Sunday T-SQL tip: How to select data with unknown parameter set - nice blog by Dmitri Korotkevich.
Relevant MSDN forum's thread
Is is worth the effort - Discussion about NULL integer parameters.

Option recompile

Option recompile discussion thread

Dates

Dear ISV: You’re Keeping Me Awake Nights with Your VARCHAR() Dates - Hopefully this article is strong enough to convince you to never use varchar for dates.
The ultimate guide to the datetime datatypes - very long and comprehensive article by Tibor Karaszi.
Bad habits to kick : mis-handling date / range queries - from the Aaron Bertrand Series of Bad Habits to Kick
Date Range WHERE Clause Simplification - article by Erik E.
Weekly data thread
T-SQL: Date Related Queries - Naomi's TechNet WiKi article.
How to get the first and last day of the Month, Quarter, Year

Calendar table

Why should I consider a Calendar table?

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Gaps and Islands

T-SQL: Gaps and Islands Problem
MSDN Thread with Hunchback solution
Refactoring Ranges - blog by Plamen Ratchev.

Concurrency

Patterns that do not work as expected - by Alex Kuznetsov.
Developing Modifications that Survive Concurrency - very long and interesting article by Alex Kuznetsov.

Parameter Sniffing

Parameter Sniffing - blog by Plamen Ratchev.

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Cursors

The Truth about Cursors - Part 1 - Series of blogs about cursors by Brad Schulz.
The Truth about Cursors - Part 2
The Truth about Cursors - Part 3

Information about All objects

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String Manipulations

Handy String Functions - several functions emulating VFP functions by Brad Schulz.
MSDN thread about RegEx in T-SQL
CLR RegEx - interesting series about CLR RegEx