SQL Server Central has publised today a nice post by Amit Gaur - "Convert String to a Table using CTE". It explains how you can convert a string list of IDs to a table of IDs when passed for example to a Stored Procedure.
I am not going to provide delailed description of it because it is well done on the above link, but for those who want the actual script here it is:
SET ANSI_NULLS ON

GO

SET QUOTED_IDENTIFIER ON

GO

-- =============================================

-- Author:      Amit Gaur

-- Create date: July 25th 2008

-- Description:   Convert a string to a table

-- =============================================

CREATE FUNCTION [dbo].[strToTable] 

(

   @array varchar(max),

   @del char(1)

)

RETURNS 

@listTable TABLE 

(

   item int

)

AS

BEGIN

   

   WITH rep (item,list) AS

   (

      SELECT SUBSTRING(@array,1,CHARINDE<img src="images/smiles/14.gif" border="0">@del,@array,1) - 1) as item,

      SUBSTRING(@array,CHARINDE<img src="images/smiles/14.gif" border="0">@del,@array,1) + 1, LEN(@array)) + @del list



      UNION ALL



      SELECT SUBSTRING(list,1,CHARINDE<img src="images/smiles/14.gif" border="0">@del,list,1) - 1) as item,

      SUBSTRING(list,CHARINDE<img src="images/smiles/14.gif" border="0">@del,list,1) + 1, LEN(list)) list

      FROM rep

      WHERE LEN(rep.list) > 0

   )

   INSERT INTO @listTable

   SELECT item FROM rep



   RETURN 

END



GO

And in order to call it:
DECLARE @array VARCHAR(max)

SET  @array = '1,2,4,8'

SELECT item FROM strToTable(@array,',')

Nice solution.