One method you might want to consider if you're going to be working with the values a lot is to write them to a temporary table first.  Then you just join on it like normal.
This way, you're only parsing once.
It's easiest to use one of the 'Split' UDFs, but so many people have posted examples of those, I figured I'd go a different route ;)
This example will create a temporary table for you to join on (#tmpDept) and fill it with the department id's that you passed in.  I'm assuming you're separating them with commas, but you can -- of course -- change it to whatever you want.
IF OBJECT_ID('tempdb..#tmpDept', 'U') IS NOT NULL
BEGIN
    DROP TABLE #tmpDept
END
SET @DepartmentIDs=REPLACE(@DepartmentIDs,' ','')
CREATE TABLE #tmpDept (DeptID INT)
DECLARE @DeptID INT
IF IsNumeric(@DepartmentIDs)=1
BEGIN
    SET @DeptID=@DepartmentIDs
    INSERT INTO #tmpDept (DeptID) SELECT @DeptID
END
ELSE
BEGIN
        WHILE CHARINDEX(',',@DepartmentIDs)>0
        BEGIN
            SET @DeptID=LEFT(@DepartmentIDs,CHARINDEX(',',@DepartmentIDs)-1)
            SET @DepartmentIDs=RIGHT(@DepartmentIDs,LEN(@DepartmentIDs)-CHARINDEX(',',@DepartmentIDs))
            INSERT INTO #tmpDept (DeptID) SELECT @DeptID
        END
END
This will allow you to pass in one department id, multiple id's with commas in between them, or even multiple id's with commas and spaces between them.
So if you did something like:
SELECT Dept.Name 
FROM Departments 
JOIN #tmpDept ON Departments.DepartmentID=#tmpDept.DeptID
ORDER BY Dept.Name
You would see the names of all of the department IDs that you passed in...
Again, this can be simplified by using a function to populate the temporary table... I mainly did it without one just to kill some boredom :-P
-- Kevin Fairchild