Don't use the database migration wizard. That's a really long way.
Take a backup of the SQL 2000 database and restore it on 2005. Once you're restored, rebuild all indexes and run a checkDB. You'll also have to migrate the logins across. SSIS's transfer logins should do that, just make sure that you copy the SID across or all the users will be orphaned.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability