Saving results with headers in Sql Server Management Studio

Tools > Options > Query Results > SQL Server > Results to Text (or Grid if you want) > Include columns headers in the result set

You might need to close and reopen SSMS after changing this option.

On the SQL Editor Toolbar you can select save to file without having to restart SSMS

Try the Export Wizard. In this example I select a whole table, but you can just as easily specify a query:

(you can also specify a query here)

Another possibility is to use the clipboard to copy and paste the results directly into Excel. Just be careful with General type Excel columns, as they can sometimes have unpredictable results, depending on your data. CTL-A anywhere in the result grid, and then right-click:

If you have trouble with Excel's General format doing undesired conversions, select the blank columns in Excel before you paste and change the format to "text".

At least in SQL Server 2012, you can right click in the query window and select Query Options. From there you can select Include Headers for grid and/or text and have the Save As work the way you want it without restarting SSMS.

You'll still need to change it in Tools->Options in the menu bar to have new query windows use those settings by default.

The same problem exists in Visual Studio, here's how to fix it there:

Go to:

Tools > Options > SQL Server Tools > Transact-SQL Editor > Query Results > Results To Grid

Now click the check box to true: "Include column headers when copying or saving the results"