Sample from SQL Server 2005 Books Online - http://msdn2.microsoft.com/en-us/library/ms181765.aspx
USE AdventureWorks;
GO
SELECT ProductNumber, Category =
CASE ProductLine
WHEN 'R' THEN 'Road'
WHEN 'M' THEN 'Mountain'
WHEN 'T' THEN 'Touring'
WHEN 'S' THEN 'Other sale items'
ELSE 'Not for sale'
END,
Name
FROM Production.Product
ORDER BY ProductNumber;
GO