For all of the cursors I have written for this data conversion, I need to do one or more seperate selects or inserts besides the row I'm working with. Sometimes I need to do some math with the data read before it is inserted, sometimes I need to break an address or phone number out to be inserted into a different table.

The above example is the simplest cursor I have done so far, it is for order line items and does not write to more than one table. So yea, this one might be able to be done another way.

I just have not found another way to do this other than a cursor.

I'm not quite sure what you mean by "INSERT as a set based transaction"

I'm still kinda new to MS SQL 2000. I have 6 years expereince with MySQL and PHP with smaller databases on e-commerce projects, but this large data conversion stuff is new to me... Still got a lot to learn.