[sql-server] How do I create a unique constraint that also allows nulls?

Create a view that selects only non-NULL columns and create the UNIQUE INDEX on the view:

CREATE VIEW myview
AS
SELECT  *
FROM    mytable
WHERE   mycolumn IS NOT NULL

CREATE UNIQUE INDEX ux_myview_mycolumn ON myview (mycolumn)

Note that you'll need to perform INSERT's and UPDATE's on the view instead of table.

You may do it with an INSTEAD OF trigger:

CREATE TRIGGER trg_mytable_insert ON mytable
INSTEAD OF INSERT
AS
BEGIN
        INSERT
        INTO    myview
        SELECT  *
        FROM    inserted
END