[sql-server] What is the best way to create and populate a numbers table?

Here is a couple of extra methods:
Method 1

IF OBJECT_ID('dbo.Numbers', 'U') IS NOT NULL
    DROP TABLE dbo.Numbers
GO

CREATE TABLE Numbers (Number int NOT NULL PRIMARY KEY);
GO

DECLARE @i int = 1;
INSERT INTO dbo.Numbers (Number) 
VALUES (1),(2);

WHILE 2*@i < 1048576
BEGIN
    INSERT INTO dbo.Numbers (Number) 
    SELECT Number + 2*@i
    FROM dbo.Numbers;
    SET @i = @@ROWCOUNT;
END
GO

SELECT COUNT(*) FROM Numbers AS RowCownt --1048576 rows

Method 2

IF OBJECT_ID('dbo.Numbers', 'U') IS NOT NULL
    DROP TABLE dbo.Numbers
GO

CREATE TABLE dbo.Numbers (Number int NOT NULL PRIMARY KEY);
GO

DECLARE @i INT = 0; 
INSERT INTO dbo.Numbers (Number) 
VALUES (1);

WHILE @i <= 9
BEGIN
    INSERT INTO dbo.Numbers (Number)
    SELECT N.Number + POWER(4, @i) * D.Digit 
    FROM dbo.Numbers AS N
        CROSS JOIN (VALUES(1),(2),(3)) AS D(Digit)
    ORDER BY D.Digit, N.Number
    SET @i = @i + 1;
END
GO

SELECT COUNT(*) FROM dbo.Numbers AS RowCownt --1048576 rows

Method 3

IF OBJECT_ID('dbo.Numbers', 'U') IS NOT NULL
    DROP TABLE dbo.Numbers
GO

CREATE TABLE Numbers (Number int identity NOT NULL PRIMARY KEY, T bit NULL);

WITH
    T1(T) AS (SELECT T FROM (VALUES (1),(2),(3),(4),(5),(6),(7),(8),(9),(10)) AS T(T)) --10 rows
   ,T2(T) AS (SELECT A.T FROM T1 AS A CROSS JOIN T1 AS B CROSS JOIN T1 AS C) --1,000 rows
   ,T3(T) AS (SELECT A.T FROM T2 AS A CROSS JOIN T2 AS B CROSS JOIN T2 AS C) --1,000,000,000 rows

INSERT INTO dbo.Numbers(T)
SELECT TOP (1048576) NULL
FROM T3;

ALTER TABLE Numbers
    DROP COLUMN T; 
GO

SELECT COUNT(*) FROM dbo.Numbers AS RowCownt --1048576 rows

Method 4, taken from Defensive Database Programming book by Alex Kuznetsov

IF OBJECT_ID('dbo.Numbers', 'U') IS NOT NULL
    DROP TABLE dbo.Numbers
GO

CREATE TABLE Numbers (Number int NOT NULL PRIMARY KEY);
GO

DECLARE @i INT = 1 ; 
INSERT INTO dbo.Numbers (Number) 
VALUES (1);

WHILE @i < 524289 --1048576
BEGIN; 
    INSERT INTO dbo.Numbers (Number) 
    SELECT Number + @i 
    FROM dbo.Numbers; 
    SET @i = @i * 2 ; 
END
GO

SELECT COUNT(*) FROM dbo.Numbers AS RowCownt --1048576 rows

Method 5, taken from Arrays and Lists in SQL Server 2005 and Beyond article by Erland Sommarskog

IF OBJECT_ID('dbo.Numbers', 'U') IS NOT NULL
    DROP TABLE dbo.Numbers
GO

CREATE TABLE Numbers (Number int NOT NULL PRIMARY KEY);
GO

WITH digits (d) AS (
   SELECT 1 UNION ALL SELECT 2 UNION ALL SELECT 3 UNION ALL
   SELECT 4 UNION ALL SELECT 5 UNION ALL SELECT 6 UNION ALL
   SELECT 7 UNION ALL SELECT 8 UNION ALL SELECT 9 UNION ALL
   SELECT 0)
INSERT INTO Numbers (Number)
   SELECT Number
   FROM   (SELECT i.d + ii.d * 10 + iii.d * 100 + iv.d * 1000 +
                  v.d * 10000 + vi.d * 100000 AS Number
           FROM   digits i
           CROSS  JOIN digits ii
           CROSS  JOIN digits iii
           CROSS  JOIN digits iv
           CROSS  JOIN digits v
           CROSS  JOIN digits vi) AS Numbers
   WHERE  Number > 0
GO

SELECT COUNT(*) FROM dbo.Numbers AS RowCownt --999999 rows

Summary:
Among those 5 methods, method 3 seems to be the fastest.