Going by http://msdn.microsoft.com/en-us/library/ms186939.aspx, I would say that
VARCHAR(n) CHARSET ucs2
is the closest equivalent. But I don’t see many people using this, more often people use:
VARCHAR(n) CHARSET utf8
As far as I am aware, both charactersets utf8 and ucs2 allow for the same characters, only the encoding is different. So either one should work, and I would probably go for the latter since it is used more often.
There are some limitations in MySQL’s unicode support that may or may not apply to your use case. Please refer to http://dev.mysql.com/doc/refman/5.0/en/charset-unicode.html for more info on MySQL’s unicode support.