Not in SQL Server 2005. I believe there is some functionality included in SQL Server 2008 for stepping through sp's etc although I haven't tried / used them yet.

PS

This book on Execution Plans is a must, and may provide you with some answers

http://www.sqlservercentral.com/articles/books/65831/

Is hard to say why your query would time out at regular intervals. But if the intervals are as regular as you say, 10 days, it would be worth monitoring...

You can't examine the logs directly in SQL Server, you'd need a third party tool for that. Maybe you should consider a trigger on you table to record such activites.

Yes, agreed. If you're needing to do something that violates your primary key, either don't do it, or revise you primary key.

Yes without table defs its hard to say. Assuming the data is in one table, you could try the following to give you an XML doc based on your requirement...

Why does you have to use EXPLICIT? I much prefer using PATH / RAW and building in subqueries to get the right structure of an XML doc.

Try running this from server A

exec sp_serveroption @server='ServerName', @optname='rpc', @optvalue='true'

exec sp_serveroption @server='ServerName', @optname='rpc out', @optvalue='true'

Try something like this....

EXEC [Your Linked Server Name].[master].[dbo].sp_ExecuteSQL N'SELECT @@cpu_busy'

Have you considered scripting the database. And then applying that script on the other server?

What's the error message? Have you tried through query analyser "KILL 116" and seeing what message you get back?

Have the indexes been created with the ONLINE option set to on?