So, this sounds like a small thing; and it really is. But how many times have you fought with the output of a query and tried to dump it into excel, but not gotten the headers? Or, how many times have you instead then used the query to text and had to go through the data import process, which might or might not work properly?
Well, earlier this week I found an option in SSMS (2005 and 2008) that most of my co-workers and I were unaware:
Include Column Headers when Copying or Saving the Results.