>An example of the tricky case:
>lcSearchString = "ATable.cDesiredInfo = 'This one'"
>SCAN FOR &lcSearchString && macro substitution performed once for the SCAN
>ENDSCAN

I would use & for that anyway (and SQL statements like you mentioned) for another reason, so you can do:

lcSearchString = iif(empty(tcSearchString), '', 'FOR ' + tcSearchString)SCAN &lcSearchString
ENDSCAN

Then, VFP never sees the "FOR" (or "WHERE"s ect. on SQL Selects) if the variable condition is empty. And of course Eval() wouldnt' work in that case.