With SQL Server 2000, you also have DTS which facilitates the movement of data between two different places. Neither of these have to be SQL Server, they can be Excel, text files, Oracle, etc.
You also get Analysis server which allows you to build cubes of denormalized data for Decision Support Systems.
SQL Server also has a scheduler which can be used to run any command line programs as well as sql commands.
Other than that, it is a data management platform. I agree with Andy, pick up a book, or better yet, get a subscription to our IQReference products (see our products section) and read a bunch of books online.