The things that have not been mentioned, are where 2005 is a REGRESSION from 2000 ...
To the shame of M$ there are *many*.
Here are some:
1.Replication Management: Replication monitor is way usless when compared to the 2000 interface (lots and lots of screens and can not even handle pull subscriptions entirely )
2. Debugging stored Procedures. From Query Analyzer we could do it in 2000. 2005 requires visual studio ... Hmmmm
3.Script Generation: Although on SP2 they fixed some issues there are *still* role membership problems ... In 2000 it worked "beautifully" since day one.
there are more but those are definitely at the top of my list