I have always use the N character when defining a command. I probably got that one from an earlier example. But, using it or not seems to work:

DECLARE @Command nvarchar(4000)

SET @Command = 'ALTER TABLE [Server] ADD [MyField] numeric(15,0)'
EXEC sp_executesql @Command

DECLARE @Command nvarchar(4000)

SET @Command = N'ALTER TABLE [Server] ADD [MyField] numeric(15,0)'
EXEC sp_executesql @Command

Is there any difference in using it or not? Or, basically, what is it used for?