Using real customer data, Microsoft and several third parties (Unisys for hardware; EMC for storage; Scalability Experts for consulting; Panorama, Proclarity, and Intellinet for BI tools) have constructed an enormous relational and multidimensional data warehouse.
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They learned a whole host of lessons about migrating high-end BI applications from SQL Server 2000 to SQL Server 2005. Many of the lessons focused on SSIS (SQL Server Integration Services), formerly known as DTS (Data Transformation Services).
You should learn these lessons too and not by your own hard knocks. Read all about Project REAL at: http://msdn.microsoft.com/sql/default.aspx?pull=/library/en-us/dnsql90/html/SQL05InSrREAL.asp.
And let me know what you think!