if you dont/wont need to make any changes to the packages, use DTS Backup 2000 application (http://www.sqldts.com/242.aspx) and run the DTS in legacy mode on the 2005 server. Otherwise I'd use one of the many DTS Documentation tools and generate documentation for all my DTS packages. Then I'd sit down and start with number one and create an equivalent SSIS package until I'd done them all. Depending on your specific situation, there may be a shortcut/easier way to do it, but in my experience, you just have to end up rebuilding them all anyway.

Cheers and Good luck.