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Randolph West recommends using RAISERROR WITH NOWAIT rather than PRINT for printing messages:

Read that last line again. It’s saying that the PRINT command needs to fill some sort of memory buffer before you see any output. Sometimes you’re lucky, and sometimes you’re not. Erland Sommarskog says the same thing in the series Error and Transaction Handling in SQL Server (Part 1: Jumpstart Error Handling | Part 2: Commands and Mechanisms | Part 3: Implementation).

If you want immediate output from your long-running process, use RAISERROR instead of PRINT, and make use of the WITH NOWAIT parameter.

Naturally I can’t leave you hanging with a 150-word blog post, most of which is quoting Erik, so I decided to do some digging. The question I posed myself was “How big is the PRINT buffer?”

I always use error level 10, as that’s the minimum level guaranteed to print to the console immediately and it does not write to error logs or stop operations.