This T-SQL series is about applying set-based techniques to problems typically implemented using slower, iterative methods (such as loops). The series is more about mindset than algorithms, but the algorithms matter and show a path forward. In short, set-based operations are faster (operationally cheaper) and declaritive (easier to debug) than other approaches.
Giving credit where credit is due, this journey started for me several years ago when I came across Brad Schulz's blog T-SQL Tuesday #017: APPLY: It Slices! It Dices! It Does It All! and I had to really study it to 'get it' -- and it literally transformed my work!
On a more humorous note, I recently re-read Brad's blog and saw that he also called this approach "waaaaay cool", when I was thinking more like "Way Cool" Jr.. Guess he had an even bigger impact than I realized!