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Erik Darling has a bone to pick with STRING_AGG():

If you’re like me and you got excited by the induction of STRING_AGG into the T-SQL Lexicon because of all the code odd-balling it would replace, you were likely also promptly disappointed for a few reasons.

Read on for one post which covers all of those reasons. Even with that disappointment, I’m still happy with STRING_AGG() on the whole, myself. There are some extra steps it’d be nice to eliminate in certain circumstances, but 60% of the time, it works every time.