using EXECUTE on Selects

Hi,

Here is my need:

I have to select data by building up the where clause:
example: WHERE firm = 'nnn'
WHERE firm = 'nnn' AND symbol = 'bbb'
WHERE date BETWEEN 'startdate' AND 'enddate' AND symbol = 'bbb'

And so on.

I was hoping to write a function where I can build up my where clause
(dynamic sql) and use the EXECUTE command with it. But I just read that
the SELECT INTO has not been implemented for use with EXECUTE.

Is there a way to select data using EXECUTE?

Thanks.
Radhika