UPDATE
TableName
SET
column01 = CASE column01 WHEN '' THEN NULL ELSE column01 END,
column02 = CASE column02 WHEN '' THEN NULL ELSE column02 END,
column03 = CASE column03 WHEN '' THEN NULL ELSE column03 END,
...,
column99 = CASE column99 WHEN '' THEN NULL ELSE column99 END
This is still doing it manually, but is slightly less painful than what you have because it doesn't require you to send a query for each and every column. Unless you want to go to the trouble of scripting it, you will have to put up with a certain amount of pain when doing something like this.
Edit: Added the END
s
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