Boa tarde, fiz desta forma:
SELECT [NOME],
(CASE
WHEN [LIMITE_DE_CREDITO]>= 150000 THEN 'Clientes grandes'
WHEN [LIMITE_DE_CREDITO] BETWEEN 150000 AND 110.000 THEN 'Clientes médios'
ELSE 'Clientes pequenos' END) AS 'CLASSIFICACAO'
FROM [TABELA_DE_CLIENTES]
ORDER BY [CLASSIFICACAO];