Passing array parameters to a stored procedure
The best ever articles on this matter are by Erland Sommarskog: 


Arrays and Lists in SQL Server 2008 - Using Table-Valued Parameters
Arrays and Lists in SQL Server 2005 and Beyond- When TVPs Do Not Cut it
Arrays and Lists in SQL Server 2000 and Earlier


He covers all options and explains pretty well.

Sorry for the shortness of the answer, but Erland's article on Arrays is like Joe Celko's books on trees and other SQL treats :)