The below method may seem quite complicated, but it does make adding or removing columns much simpler, and for all its perceived complexity it isn't actually doing that much under the hood, so doesn't add much overhead.
The first step is to unpivot each of your columns to rows with a common column name, so you would turn
FirstName MiddleName LastName
------------------------------------
A NULL C
Into
Name
------
A
NULL
C
Using CROSS APPLY
along with the table value constructor VALUES
SELECT x.Name
FROM (VALUES ('A', NULL,'C')) AS t (FirstName, MiddleName, LastName)
CROSS APPLY (VALUES (1, t.FirstName), (2, t.MiddleName), (3, t.LastName)) x (SortOrder, Name)
ORDER BY x.SortOrder
Then you can remove NULLs and blanks with WHERE ISNULL(Name, '') <> ''
, then you only have valid data to concatenate together which you can do using SQL Server's XML Extensions. So you end up with a full query like:
WITH TestData AS
( SELECT *
FROM (VALUES ('A'), (NULL)) AS f (FirstName)
CROSS JOIN (VALUES ('B'), (NULL)) AS m (MiddleName)
CROSS JOIN (VALUES ('C'), (NULL)) AS l (LastName)
)
SELECT t.*,
NamesConcat = ISNULL(STUFF(NamesConcat.value('.', 'NVARCHAR(MAX)'), 1, 2, ''), 'N/A')
FROM TestData AS t
CROSS APPLY
( SELECT ', ' + x.Name
FROM (VALUES
(1, t.FirstName),
(2, t.MiddleName),
(3, t.LastName)
) x (SortOrder, Name)
WHERE ISNULL(x.Name, '') <> '' -- NOT BLANK OR NULL
ORDER BY x.SortOrder
FOR XML PATH(''), TYPE
) x (NamesConcat);
Result
FirstName MiddleName LastName NamesConcat
-------------------------------------------------
A B C A, B, C
A NULL C A, C
A B NULL A, B
A NULL NULL A
NULL B C B, C
NULL NULL C C
NULL B NULL B
NULL NULL NULL N/A