I have known about the SQL Server 2005/2008 keywords EXCEPT and INTERSECT for some
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They do different things.
From MSDN:
EXCEPT returns any distinct values from the left query that are not also found on the right query.
INTERSECT returns any distinct values that are returned by both the query on the left and right sides of the INTERSECT operand.
UNION Combines the results of two or more queries into a single result set that includes all the rows that belong to all queries in the union.