It's the unwieldy integration between SourceSafe and SQL that prompted a third-party tool for source control - http://www.sqldbcontrol.com.

It integrates with SQL Server nicely, no need to maintain seperate files, and the integrated editor is excellent - and it also supports intellisense.

There are a host of other neat features too like being able to deploy objects to other databases (all deployments being tracked by change control too).