Last July, I posted about a way to run a batch multiple times when you use GO as the batch separator. I usually take advantage of this technique when I am loading test data into a table.
I was mentioning this feature to my class last week in Minneapolis, and one of the students thought that this feature had another use. He thought it would be great to use it to simulate load testing. One connection could execute a procedure and terminate the batch with GO 100 and another connection could be started that did the same thing. You could open up multiple query windows using Management Studio (or Query Analyzer) and have each one run a procedure, or even a statement, over and over again. You could also have different connections run different stored procedures or statements. This will allow you to detect problems with concurrency, which most query tuning techniques do not take into account.
In the past, I had recommended using the Replay feature of SQL Server Profiler to simulate a "poor man's load testing" environment, but this great idea would make it even easier!
Of course, for the rich (wo)man, there is also very nice load testing software available. Whether rich or poor, it's crucial to make sure you test your queries and procedures with multiple users.