In addition to previous answers - if you go to GUID way, you should generate it by yourself, in client app, or call a stored procedure that returns a GUID from SQL Server, then use that GUID as PK. IOW, you should enter your PK by yourself, not use a column default value in MSSQL.

>Why the following returns NULL value?
>
>INSERT INTO (...) VALUES (...)
>SELECT @@IDENTITY
>
>P.S.: The UniqueIdentifier is correctly generated.