use of varchar(max) in sql server 2008r2

Amir,

This is a pretty broad question.  If you have a need to store data beyond a varchar 8000 column in a single column this is your best bet.  There are some implications on how the data is physically stored, but if you have to store a large amount of data in a single column, those storage implications are a fact of life. 

Alternatively, large data sets, images come to mind, are also sometimes stored in a file system with a pointer stored in the database.

I am not sure if this answers your question or not, I can see if we can provide additional information in a future tip.

Thank you,
Jeremy Kadlec