Performance testing your T-SQL can be a drag. To do proper controlling of testing variables you essentially need to make sure that you're not running your statements against a server that has the data in cache. Previously the only way I knew of ensuring this was stopping and restarting SQL.
I've recently found out about a new technique. Just issue the following in Query Analyser:
DBCC DROPCLEANBUFFERS -- Clears the data cache
DBCC FREEPROCCACHE -- Clears the procedure cache
That's effectively a restart of your system. Very handy indeed!
UPDATE 2006-07-26: Check out how to do the same in Analysis Services!