Check for empty GUID in SQL

SELECT CAST(CAST(0 AS BINARY) AS UNIQUEIDENTIFIER)

That should return your empty guid.

… or even shorter, saving one cast:

SELECT CAST(0x0 AS UNIQUEIDENTIFIER)

So to check for that, you would do

IF @GuidParam = CAST(CAST(0 AS BINARY) AS UNIQUEIDENTIFIER)
BEGIN
   --Guid is empty
END