I did a migration in the last months, too.
Very good is the decision to keeo the dts packages running as they are in SQL 2005 and migrate them step by step. To open dts packages in Management studio under Administration -> Legacy you have to install the dts wizard from the Feature Pack.
The migration wizard for SSAS is a pretty bad tool. Dimension hierarchies in 2000 are not migrated as 1 dimension with x hierarchies but as x dimensions. Virtual Cubes are migrated as separate cubes with linked measure groups and some other things are pretty strange. Maybe it is OK if you only work with such micky mouse cubes like in the Adventure works database, but not if you have enterprise requirements.
We recreated all cubes/measure groups from scratch and I still think that it was the better decision.