SET STATISTICS TIME ON;
DECLARE @N INT

;WITH 
Tens (N)     AS (SELECT 0 UNION ALL SELECT 1 UNION ALL SELECT 2 UNION ALL SELECT 3 UNION ALL SELECT 4 UNION ALL
                 SELECT 5 UNION ALL SELECT 6 UNION ALL SELECT 7 UNION ALL SELECT 8 UNION ALL SELECT 9), 
Thousands(N) AS (SELECT t1.N FROM Tens t1 CROSS JOIN Tens t2 CROSS JOIN Tens t3), 
Millions (N) AS (SELECT t1.N FROM Thousands t1 CROSS JOIN Thousands t2), 
Tally (N)    AS (SELECT ROW_NUMBER() OVER (ORDER BY (SELECT 0)) FROM Millions)

SELECT  TOP (1000000)
        @N = N
FROM    Tally;