Show Stats and Execute plan in query window

The results of these commands are displayed after a query is executed from Query Analyzer, generally after the results of the query are displayed. They include:

• SET SHOWPLAN_TEXT ON: Returns estimated (not actual, as the query is not run) detailed information on how the query will run.
• SET SHOWPLAN_ALL ON: Returns estimated (not actual, as the query is not run) detailed information on how the query will run, plus additional information, such as the estimated number of rows, I/O, CPU, and the average size of a the query.
• SET STATISTICS IO ON: Shows the number of scans, logical reads, and physical reads performed during the query. Returns actual data based on a query that has run.
• SET STATISTICS TIME ON: Shows the amount of time (in milliseconds) needed to parse, compile, and execute a query. Returns actual data based on a query that has run.
• SET STATISTICS PROFILE ON: Shows a recordset that represents a profile of the query execution. Returns actual data based on a query that has run.

You will not want to run the first two commands listed above at the same time as the others because the first two commands are based on estimated data, while the last three are based on real data.
If you are using SQL Server 2000, using these commands are less needed as you can get all of the same type of data other ways from within Query Analyzer.