Part of the value in the ongoing evolution of the T-SQL language is that we are moving further and further towards being declarative rather than prescriptive ie: we are able to tell SQL Server what we want, rather than how to do it. Over time, that raises more and more possibilities for the optimizer to work with us to achieve a better outcome.
For example, note the following query against the AdventureWorksDW database:
SELECT rs.ProductKey, rs.OrderDateKey, rs.SalesOrderNumber,
rs.OrderDateKey - (SELECT TOP(1) prev.OrderDateKey
FROM dbo.FactResellerSales AS
ORDER BY rs.ProductKey, rs.OrderDateKey, rs.SalesOrderNumber;
In this query, I'm trying to include details of how long it was since the previous order, beside the details of the current order. Note the option that the LAG operator now provides:
SELECT ProductKey, OrderDateKey,
OVER (PARTITION BY ProductKey
ORDER BY OrderDateKey,
FROM dbo.FactResellerSales AS rs
ORDER BY ProductKey, OrderDateKey,
Also note how much more elegant the code is but more importantly, look at the difference in optimization:
This is great work from the T-SQL and engine teams. I encourage you to get out and try the new Windowing functions in Denali CTP3.