Getting SSMS to print messages before hell freezes over

Scenario: You have a sproc that takes about 2 decades to run and you want to see where the problem section lies.
Problem: When you put print statements in your sproc to debug, ssms (and sqlcmd) cache them until after the sproc is done running before printing them out. This also affects RAISERROR.

Before we go any further, I want to say, who ever designed this needs to reevaluate their career choice.

Anyhow, The solution is to use RAISERROR, with any severity of 10 or less (SQL won't stop on a low severity error) and add WITH NOWAIT. This tells the query engine to print you message NOW DAMNIT.

Syntax: RAISERROR('Print my message NOW DAMNIT',0,1) WITH NOWAIT