Tools (SSMS, Agent, Profiler, Migration, etc.)
Add an alternative to the Context Menu in grid and, if possible, text mode: Save As Table that opens a dialog where you can specify a server and a database. For inspiration, look at Profiler which has precisely this feature.
I realise that for faithful saving, SSMS would have to save all data in native format, and not only text, and I assume that currently SSMS only has it in text form. I think it would be an OK restriction that data is saved from the text representation, as long as the table has the same data types as the original result set. One question how nameless columns will be handled; SSMS could prompt the user but suggest a default name, Coln, where n is the position in the result set.
I think that it would also be a good idea to add a column to the result set with the row number - some people will ask for it anyway.