I need of Query in sqlserver2008 to get data avoiding null values fileds

Select COALESCE(FirstName, MiddleName, LastName) as Result

create table #Test1(firstname nvarchar(max) ,middlename nvarchar(max),lastname nvarchar(max) )

insert into #Test1 values('Raj','','')
insert into #Test1 values('','Kumar','')
insert into #Test1 values('','','Reddy')

option 1:
with cte as(
select firstname From #Test union all select middlename From #Test  union all select lastname From #Test
)
select *From cte where firstname!=''

option 2:
select firstname From #Test where firstname!='' union all select middlename From #Test where middlename!=''  union all select lastname From #Test  where lastname!=''