If you've ever cut-and-pasted output from the grid-mode output of SSMS to Excel, you've probably had to insert a row above the results and type in the column headings.
Well, you can get SSMS to include those headings in the cut-and-paste output.
Go to Tools, Options, Query Results, SQL Server, Results to Grid. Check "Include column headers when copying or saving the results".
(Thanks to Roman Rehak's tip in SQL Server Magazine.)