You can find the list for SQL Server 2012 here
http://msdn.microsoft.com/en-us/library/ms143506.aspx
The links for other versions don't seem to work. I'll have a look for them
This has a statement that v2005 is not supported and that 2008 needs sp3 and 2008R2 needs sp1
http://support.microsoft.com/kb/2681562
Cursors never.
DTS - only when needed and never to control.