MSSQL Select statement with incremental integer column... not from a table

I need, if possible, a t-sql query that, returning the values from an arbitrary table, also returns a incremental integer column with value = 1 for the first row, 2 for the second, and so on.

This column does not actually resides in any table, and must be strictly incremental, because the ORDER BY clause could sort the rows of the table and I want the incremental row in perfect shape always...

Thanks in advance.

--EDIT Sorry, forgot to mention, must run on SQL Server 2000

For SQL 2005 and up

SELECT ROW_NUMBER() OVER( ORDER BY SomeColumn ) AS 'rownumber',*
    FROM YourTable

for 2000 you need to do something like this

SELECT IDENTITY(INT, 1,1) AS Rank ,VALUE
INTO #Ranks FROM YourTable WHERE 1=0

INSERT INTO #Ranks
SELECT SomeColumn  FROM YourTable
ORDER BY SomeColumn 

SELECT * FROM #Ranks
Order By Ranks

see also here Row Number

You can start with a custom number and increment from there, for example you want to add a cheque number for each payment you can do:

select @StartChequeNumber = 3446;
SELECT 
((ROW_NUMBER() OVER(ORDER BY AnyColumn)) + @StartChequeNumber ) AS 'ChequeNumber'
,* FROM YourTable

will give the correct cheque number for each row.

Try ROW_NUMBER()

http://msdn.microsoft.com/en-us/library/ms186734.aspx

Example:

SELECT
  col1,
  col2,
  ROW_NUMBER() OVER (ORDER BY col1) AS rownum
FROM tbl