I was able to get the full text (99,208 chars) out of a NVARCHAR(MAX) column by selecting (Results To Grid) just that column and then right-clicking on it and then saving the result as a CSV file. To view the result open the CSV file with a text editor (NOT Excel). Funny enough, when I tried to run the same query, but having Results to File enabled, the output was truncated using the Results to Text limit.

The work-around that @MartinSmith described as a comment to the (currently) accepted answer didn't work for me (got an error when trying to view the full XML result complaining about "The '[' character, hexadecimal value 0x5B, cannot be included in a name").