Is there a graceful way to handle passing a list of ids as a parameter to a stored procedure?

For instance, I want departments 1, 2, 5, 7, 20 returned by my stored procedure. In the past, I have passed in a comma delimited list of ids, like the below code, but feel really dirty doing it.

SQL Server 2005 is my only applicable limitation I think.

create procedure getDepartments
  @DepartmentIds varchar(max)
as
  declare @Sql varchar(max)     
  select @Sql = 'select [Name] from Department where DepartmentId in (' + @DepartmentIds + ')'
  exec(@Sql)
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