I had some odd issues with SQL 2005 last night.  It seems that the surface area configuration tool and the SQL 2005 Native Client bear some investigation.  I was building connection strings just like I would for SQL 2000 and getting a "No process is on the other end of the pipe" error. At http://msdn2.microsoft.com/en-us/library/ms175496.aspx there is some discussion of the issue but none of the fixes worked, I actually had to turn off the shared memory connection to get it to work.  I'm sure there's an explanation for this but I'm not interested in learning the gory details of SQL 2005 yet, I just wanted to get working on my application again.