I use SQL Sentry myself and love it. It is a great product and I'd recommend it to anyone. No, I don't work there either.

However, OTF asked what it has to do with the original post. My answer is "not much". It provides many metrics and keeps a history of query activity, plans, etc., but it will not compile a list for documentation purposes.

PaulB pointed out that old-fashioned investigation is required and I believe he's absolutely correct. You're in for a long haul on this one. If there are tools out there to see what applications connect to what database, I'd be interested in them too.