I've seen in Oracle 10g a feature that estimates the remaining time for a long running query and I was wondering if this is possible too in SQL Server (at least in 2008?)?
Suppose I have a very large table with tens of millions of rows (well indexed etc. etc.) and I need to search for some particular rows. I know it will take a lot of time and I'm cool with that but I would like to present the user with some kind of a progress bar.
How can I show progress?
I'd forget about it and just put a spinning circle!
Seriously though, to take MrTelly's idea further, there are dynamic management views that can give you average execution times for certain queries - maybe that can get you somewhere.
http://msdn.microsoft.com/en-us/library/ms188754.aspx
edit: I have seen percent complete in the sp_whoisactive procedure from Adam Machanic. Maybe that is another place to look into. SQL 2016 has the query store which persists plan cache information - a substitute for the dmv plan cache, which is cleared on reboot.