Question

I am still learning SQL so this may seem a very odd question, but is this the best way to use CASE within a CASE to check for NULL?

@FN_InputDt datetime)
RETURNS varchar(3)
as 
BEGIN

DECLARE  @Result    varchar(3),
         @MonthNo   int 

Set @MonthNo = datepart(m,@FN_InputDt)

Set @Result = 
        CASE WHEN @FN_InputDt IS NOT NULL then
        CASE @MonthNo
            WHEN  1 then 'JAN'                                                  
            WHEN  2 then 'FEB'
            WHEN  3 then 'MAR'
            WHEN  4 then 'APR'
            WHEN  5 then 'MAY'
            WHEN  6 then 'JUN'
            WHEN  7 then 'JUL'                   
            WHEN  8 then 'AUG'
            WHEN  9 then 'SEP'
            WHEN 10 then 'OCT'
            WHEN 11 then 'NOV'
            WHEN 12 then 'DEC'
        END
        END

        RETURN @Result
    END

Answer 1

If @FN_InputDt is null then @MonthNo will also be null, so you can just skip checking if @FN_InputDt is null.

You can skip the other case also by just using @MonthNo as index to pick part of a string:

set @Result = substring(
  'JANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC',
  @MonthNo * 3 - 2,
  3
)

If @MonthNo is null @Result will also be null.