A-Z Link Creation for Member Directory: Finding one record for each letter

[DaleMcGrew]

Hello, I am creating a membership directory with an alphabetical index on top (similar to the address book in Yahoo Mail):
All A B C D E F (etc.)

I'd like to add links to only the letters that have records behind them, but right now I'm grabbing all of the records:
SELECT user_last_name
FROM users
ORDER BY user_last_name;

...and then cycling through them to fill an array:
$any_names_with_this_letter['a']
$any_names_with_this_letter['b']
etc.
...using a REGEXP('$letter%')

BUT if there are 10,000 members, it seems like a waste to grab all of the records when I'd rather just grab one record per letter.

Any suggestions for a tighter SQL statement, or another way of tackling this?

Thank you in advance!!
-Dale
PS. I'm trying to do this with only one SQL query.

[Lars_Berg]

select distinct substring(user_last_name from 1 for 1) as initial from users order by initial

[toma42]

First off, it will be faster to create in int column and store the ascii value of the character A-Z there. This allows for faster queries for all 'A's' as where chr=65

$populated = $db->getAll('select chr, count(chr) as cnt from table group by chr order by chr');
// Put these into $array[chr] => count(chr)
foreach ($populated as $row) {
$used[$row['chr']] = $row['cnt'];
}

for ($i = 65; $i <=90; $i++) {
if ($used[$i]) echo "<a href=\"/list.php?chr=$i\">";
echo chr($i);
if ($used[$i]) echo '</a>';
echo ' | ';
}

That will add the whole alphabet but only give links from letters for those that have at least one record.

enjoy