To Steve's list I would add a step to rebuild all heaps and clustered indexe so ensure all pages have a checksum. Without that, checksum will be applied (and checked with DBCC CHECKDB) only to newly changed pages, not the existing ones:
The steps I follow when upgrading a DB from SQL 2000 or older:
1. Restore the DB to SQL 2005/2008.
2. Change compatibility level to 90 or 100.
3. Change page_verify to CHECKSUM
4. Rebuild all clustered indexes and heaps to ensure all pages have a checksum. For rebuilding a heap in sql 2008 there is "ALTER TABLE mytable REBUILD" command.
5. DBCC CHECKDB with data_purity (to ensure checksum is good to go)
6. DBCC UPDATEUSAGE (as a best practice to get the usage data up-to-date after the upgrade) -- sometimes needed to correct issues found by the data_purity check as well.
To rebuild a heap in SQL2005 you have to create clustered index and then drop it.
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