SELECT
mytable.id,
mytable.date,
(
SELECT
MIN(mytablemin.date)
FROM mytable AS mytablemin
WHERE mytablemin.date > mytable.date
) AS NextDate
FROM mytable
This has been tested on SQL Server 2008 R2 (but it should work on other DBMSs) and produces the following output:
id date NextDate
----------- ----------------------- -----------------------
1 2010-05-01 00:00:00.000 2010-06-01 00:00:00.000
1 2010-06-01 00:00:00.000 2010-06-15 00:00:00.000
1 2010-07-01 00:00:00.000 2010-08-15 00:00:00.000
2 2010-06-15 00:00:00.000 2010-07-01 00:00:00.000
3 2010-08-15 00:00:00.000 NULL
3 2010-08-15 00:00:00.000 NULL
4 2010-04-01 00:00:00.000 2010-04-15 00:00:00.000
4 2010-04-15 00:00:00.000 2010-05-01 00:00:00.000
4 NULL NULL
Update 1:
For those that are interested, I've compared the performance of the two variants in SQL Server 2008 R2 (one uses MIN aggregate and the other uses TOP 1 with an ORDER BY):
Without an index on the date column, the MIN version had a cost of 0.0187916 and the TOP/ORDER BY version had a cost of 0.115073 so the MIN version was "better".
With an index on the date column, they performed identically.
Note that this was testing with just these 9 records so the results could be (very) spurious...
Update 2:
The results hold for 10,000 uniformly distributed random records. The TOP/ORDER BY query takes so long to run at 100,000 records I had to cancel it and give up.