Permit me a quick whinge:

Three basic features of NUnit that aren't replicated in VSTS unit testing:
link [blogs.msdn.com]

SQL2005 backup maintenance plans don't support auto-cleanup from subdirectories (as in SQL2000):
link [blogs.msdn.com]

SQL2005 scripting options are (frankly) a pain in the arse, and I'm hopeful that a third-party will soon release a tool  to fill this gap:
link [lab.msdn.microsoft.com]

Don't get me wrong, I'd rather be using VS2005 and SQL2005 than their predecessors, but it's bloody annoying that after such a long wait for these tools they are lacking in some fairly obvious features.