Just remember that upward compatibility is seldom supported. Meaning, if you install SSMS for 2005, it probably won't connect to 2008, 2008R2, 2012 or 2014. Even if it does connect, you're unlikely to be able to manage things well. Mostly downward compatibility works very well. I've managed 2000, 2005, 2008 & 2008R2 all from the 2012 instance of SSMS.
"The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood"
- Theodore Roosevelt
Author of:
SQL Server Execution Plans
SQL Server Query Performance Tuning