column names returned by a stored procedure

If you have a stored procedure which returns a single, deteministic result set, then you can use a CLR object, and run T-SQL code like:

SET FMTONLY ON
GO
EXEC MyProc

You could then work out the result set shape from the metadata returned, and return it as a list.

However, result sets that change shape (e.g. a dynamic pivot), result sets that appear or disappear based on input (think Kev's example) are dangerous territory when using that approach.

Not inbuilt within SQL Server I don't, but certainly you could write something in .Net (for example) that would give you the 'signature' of the proc.

This obviously only works if the output isn't dynamic :

create proc MyProc (@id int)
as
if @id = 1 select * from sys.sysobjects
if @id = 2 select * from sys.sysprocesses
go

is a valid (albeit horrendous) stored proc, but the output is determined by the value of the input.