I am not experienced with SQL, but I have a basic understanding.

I want to determine if a value exists in any of a set of tables. I want to stop after I find the first instance. The pseudocode for a simplified case would be,

IF EXISTS
  (SELECT TOP 1 field1
   FROM table1
   WHERE field1 = myValue)
THEN
   RETURN true
ELSE IF EXISTS
  (SELECT TOP 1 field2
   FROM table2
   WHERE field2 = myValue)
THEN
  RETURN true
ELSE
  RETURN false
END IF

I eventually need this to be in a stored procedure. I have to believe that only querying the minimum necessary tables is more efficient than unioning a couple the separate queries.