If your SharePoint list is small (<200 items), I recommend just loading the entire thing and filtering the data based on a rule. There are many rule conditions and you should be able to easily select items with blank values for the column in question.
If you have a larger set, you can use OData (ShP2010) or filterowssvr (MOSS 2007) to filter on the server. The latter will require code behind or Qdabra's qRules which has a fiterowssvr command that you can easily access via a set-value command in a rule. OData is a very powerful way to access list data in SharePoint 2010. Check out Microsoft's Channel 9 site in the next week for an example by Hilary Stoupa regarding OData.