In addition to the WHILE 1 = 1
as the other answers suggest, I often add a "timeout" to my SQL "infintie" loops, as in the following example:
DECLARE @startTime datetime2(0) = GETDATE();
-- This will loop until BREAK is called, or until a timeout of 45 seconds.
WHILE (GETDATE() < DATEADD(SECOND, 45, @startTime))
BEGIN
-- Logic goes here: The loop can be broken with the BREAK command.
-- Throttle the loop for 2 seconds.
WAITFOR DELAY '00:00:02';
END
I found the above technique useful within a stored procedure that gets called from a long polling AJAX backend. Having the loop on the database-side frees the application from having to constantly hit the database to check for fresh data.