A word of advice - instead of just asking the question, actually TRY stuff.
You will learn more by experimenting that just asking questions.
If you would have done that then you would realise that the first option produces
select 'EmployeeID'+','+convert(varchar(100), coalesce(i.EmployeeID,d.EmployeeID))fromEmployees
and the second produces
'EmployeeID'convert(varchar(100), coalesce(i.EmployeeID,d.EmployeeID))
(or whatever the appropriate bits and pieces are for the table you chose - I used the Employees table from the Northwind sample database from MSDN).
Whichever format of results you are after then the use the option that produces it.