Installing SQL Server 2005 will also install SQL Server Management Studio (SSMS), the replacement for Enterprise Manager. You'll also have the option to install SSIS when installing SQL 2005. You'll need this for working with SSIS packages.

SSMS can be used for everything you've listed. The DTS Designer components are available as a free download: http://www.microsoft.com/downloads/details.aspx?FamilyID=df0ba5aa-b4bd-4705-aa0a-b477ba72a9cb&DisplayLang=en.

Greg