Functions

CASE is an expression that lets you do some IF/THEN/ELSE logic to produce a value. COALESCE is a function that returns the first non-NULL value passed into it. If all parameters passed in are NULL, it returns NULL. The type returned by COALESCE is the type of the first non-NULL parameter.
ISNULL is a function that works like COALESCE. But it only takes two parameters. It is a Microsoft specific function. The return type is the type of the first parameter passed in. A related function is NULLIF, which will return NULL if the two parameters passed in are the same. Otherwise it returns the first parameter.
The IIF function is an unusual one. It is like the ternary operator in the C programming language. It accepts a BOOLEAN expression as the first parameter. If that evaluates to TRUE, then the second parameter is returned. Otherwise the third parameter is returned.
The CHOOSE function is another oddity. You pass it an index plus a list of values. It will return the value in the list at the location specified by the index. Not sure how valuable such a function is.