Is there a better way of merging overlapping date intervals?
The solution I came up with is so simple that now I wonder if someone else has a better idea of how this could be done.

/***** DATA EXAMPLE *****/
DECLARE @T TABLE (d1 DATETIME, d2 DATETIME)
INSERT INTO @T (d1, d2)
        SELECT '2010-01-01','2010-03-31' UNION SELECT '2010-04-01','2010-05-31' 
  UNION SELECT '2010-06-15','2010-06-25' UNION SELECT '2010-06-26','2010-07-10' 
  UNION SELECT '2010-08-01','2010-08-05' UNION SELECT '2010-08-01','2010-08-09' 
  UNION SELECT '2010-08-02','2010-08-07' UNION SELECT '2010-08-08','2010-08-08' 
  UNION SELECT '2010-08-09','2010-08-12' UNION SELECT '2010-07-04','2010-08-16' 
  UNION SELECT '2010-11-01','2010-12-31' UNION SELECT '2010-03-01','2010-06-13' 

/***** INTERVAL ANALYSIS *****/
WHILE (1=1)  BEGIN
  UPDATE t1 SET t1.d2 = t2.d2
  FROM @T AS t1 INNER JOIN @T AS t2 ON 
            DATEADD(day, 1, t1.d2) BETWEEN t2.d1 AND t2.d2 
        -- AND t1.d2 <= t2.d2 /***** this condition is useless *****/
  IF @@ROWCOUNT = 0 BREAK
END

/***** RESULT *****/
SELECT StartDate = MIN(d1) , EndDate = d2
FROM @T
GROUP BY d2
ORDER BY StartDate, EndDate

/***** OUTPUT *****/
/*****
StartDate   EndDate
2010-01-01  2010-06-13 
2010-06-15  2010-08-16 
2010-11-01  2010-12-31 
*****/

EDIT: I realized that the t1.d2 <= t2.d2 condition is not really useful.