CREATE PROCEDURE my_SP_MyTable_Save
   @MyPKColumn1 varchar(nn),
   @MyPKColumn2 varchar(nn),    -- This is actually type INT
   @MyColumn3 varchar(nn)=NULL,
   @MyColumn4 varchar(nn)=NULL  -- This is actually type DATETIME
AS
DECLARE @int_MyPKColumn2 int,
        @dt_MyColumn4 datetime

-- Convert non-varchar columns to appropriate type
SELECT @int_MyPKColumn2 
           = CASE WHEN @MyPKColumn2 = '' THEN NULL 
                  ELSE CONVERT(int, @MyPKColumn2) END,
       @dt_MyColumn4 
           = CASE WHEN @MyColumn4= '' THEN NULL 
                  ELSE CONVERT(datetime, @MyColumn4) END

IF EXISTS 
(
    SELECT * 
    FROM MyTable 
    WHERE     MyPKCOlumn1 = @MyPKCOlumn1 
          AND MyPKCOlumn2 = @int_MyPKColumn2
)
BEGIN
    -- Update required
    UPDATE MyTable
    SET    MyColumn3 = CASE WHEN @MyColumn3 = '' 
                       THEN NULL 
                       ELSE COALESCE(@MyColumn3, MyColumn3) END,
-- NOTE The varchar column is used here, NOT the @dt_XXX column
           MyColumn4 = CASE WHEN @MyColumn4 = ''  
                       THEN NULL 
-- NOTE The @dt_XXX column is used here!
                       ELSE COALESCE(@dt_MyColumn4, MyColumn4)
    WHERE      MyPKColumn1 = @MyPKColumn1 
           AND MyPKColumn2 = @int_MyPKColumn2
END
ELSE
BEGIN
    -- New record, INSERT
    INSERT INTO MyTable 
    (
       MyPKColumn1,
       MyPKColumn2,
       MyColumn3,
       MyColumn4
    )
SELECT @MyPKColumn1,
       @int_MyPKColumn2,
       CASE WHEN @MyColumn3 = '' THEN NULL ELSE @MyColumn3 END,
       CASE WHEN @MyColumn4 = '' THEN NULL ELSE @dt_MyColumn4 END
END