Although executing a stored procedure can be as easy as listing it on a line by itself in a T-SQL command batch, you should make a habit of prefixing all stored procedure calls with the EXEC keyword, like this:
EXEC dbo.sp_who
Stored procedure calls without EXEC must be the first command in a command batch. Even if this were the case initially, inserting additional lines before the procedure call at some point in the future would break your code.
You should also be sure to owner-qualify procedure calls ("dbo" in the previous example). Omitting the owner from a procedure call causes SQL Server to momentarily place a compile lock on the procedure because it cannot locate it immediately in the procedure cache. This lock is released once the procedure-sans-owner is located in the cache, but can still cause problems in high-throughput environments. Owner-qualifying objects is simply a good habit to get into. It's one of those things you can do to save yourself problems down the road.
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