How can I select from list of values in SQL Server

Available only on SQL Server 2008 and over is row-constructor in this form:
You could use

SELECT DISTINCT *
FROM (
  VALUES (1), (1), (1), (2), (5), (1), (6)
) AS X(a)

For more information see:

• MS official
• http://www.sql-server-helper.com/sql-server-2008/row-value-constructor-as-derived-table.aspx