It would definitely help if the question contained some measurements of the unoptimized solution (data sizes, timings). There is a variety of techniques that could be considered here, some listed in the other answers. I will assume that the reason why you do not want to run the same query repeatedly is performance.
If all the uses of the set of cached IDs consist of joins of the whole set to additional tables, the solution should definitely not involve caching the set of IDs outside of the database. Data should not travel there and back again if you can avoid it.
In some cases (when cursors or extremely complex SQL are not involved) it may be best (even if counterintuitive) to perform no caching and simply join the repetitive SQL to all desired queries. After all, each query needs to be traversed based on one of the joined tables and then the performance depends to a large degree on availability of indexes necessary to join and evaluate all the remaining information quickly.
The most intuitive approach to "caching" the set of IDs within the database is a temporary table (if named #something
, it is private to the connection and therefore usable by parallel independent clients; or it can be named ##something
and be global). If the table is going to have many records, indexes are necessary. For optimum performance, the index should be a clustered index (only one per table allowed), or be only created after constructing that set, where index creation is slightly faster.
Indexed views are cleary preferable to temporary tables except when the underlying data is read only during the whole process or when you can and want to ignore such updates to keep the whole set of reports consistent as far as the set goes. However, the ability of indexed views to always accurately project the underlying data comes at a cost of slowing down those updates.
One other answer to this question mentions stored procedures. This is largely a way of organizing your code. However, it if you go this way, it is preferable to avoid using temporary tables, because such references to a temporary table prevent pre-compilation of the stored procedure; go for views or indexed views if you can.
Regardless of the approach you choose, do not guess at the performance characteristics and query optimizer behavior. Learn to display query execution plans (within SQL Server Management Studio) and make sure that you see index accesses as opposed to nested loops combining multiple large sets of data; only add indexes that demonstrably and drastically change the performance of your queries. A well chosen index can often change the performance of a query by a factor of 1000, so this is somewhat complex to learn but crucial for success.
And last but not least, make sure you use UPDATE STATISTICS
when repopulating the database (and nightly in production), or your query optimizer will not be able to put the indexes you have created to their best uses.