SQL query to make all data in a column UPPER CASE?

I need a SQL query to make all data in a column UPPER CASE?

Any ideas?

Permanent:

UPDATE
  MyTable
SET
  MyColumn = UPPER(MyColumn)

Temporary:

SELECT
  UPPER(MyColumn) AS MyColumn
FROM
  MyTable

If you want to only update on rows that are not currently uppercase (instead of all rows), you'd need to identify the difference using COLLATE like this:

UPDATE MyTable
SET    MyColumn = UPPER(MyColumn)
WHERE  MyColumn != UPPER(MyColumn) COLLATE Latin1_General_CS_AS 

A Bit About Collation

Cases sensitivity is based on your collation settings, and is typically case insensitive by default.

Collation can be set at the Server, Database, Column, or Query Level:

-- Server
SELECT SERVERPROPERTY('COLLATION')
-- Database
SELECT name, collation_name FROM sys.databases
-- Column 
SELECT COLUMN_NAME, COLLATION_NAME FROM INFORMATION_SCHEMA.COLUMNS WHERE CHARACTER_SET_NAME IS NOT NULL

Collation Names specify how a string should be encoded and read, for example:

• Latin1_General_CI_AS → Case Insensitive
• Latin1_General_CS_AS → Case Sensitive