Installed SQL Server 2005 Express
I installed SQL Server 2005 Express today on my home PC. For the most part it was painless, but there were a couple snags. First, it took me a couple tries to find the right download page. A bunch of the links on Microsoft's site kept redirecting me to the 2008 page. Still other pages wouldn't even mention 2005.
Once I installed the server, I scratched my head for a minute, because all I could find was "SQL Server Configuration Manager" which wasn't very useful. Finally, I dug up "SQL Server Management Studio Express" install on Microsoft's site which was what I was looking for.
Of course, to get CF to connect to it, I had to enable TCP connections, and use the non-standard port. I ended up changing SQL Server Express to use port 1433.
All is well for now. Thanks to the comments on Sean Corfield's blog to help out with the TCP port stuff.

http://www.microsoft.com/express/2005/sql/default....
If you go to the address you supplied and click the menu item that says "SQL Server 2005" at the top of the page you will be taken to a page that has a SQL Server 2005 logo with the words "express edition" under it. An image to the upper right of the page says "Download Now!"
It's not abundantly clear that the words "Download Now!" are actually a link. That image shares the same font and styles of several other headers on the page which are not links. I scrolled down and clicked the link entitled "SQL Server Express" which, as far as I could tell, was one of only three links on the page. That took me to the "SQL Server 2008 Express" page. They basically obfuscated the download link up top and provided obvious links below that take you to the latest version.
I'd also like to point out that IF you click download now, you are taken to a page with a very large link that says "Register and Download SQL Server 2005 Express" followed by a very small link that says you don't want to register. And below that-- just as big as the first link, is one for SQL Server 2008!
Easiest thing in the world to find: The page to register your personal life away to MS and download SQL Server 2008 Express
Hardest thing in the world to find: The bloody link to just download 2005 without giving away your ATM PIN.
I use MySQL for all my personal sites, but I really miss TSQL. The reason I was installing SQL Server was because I needed to look at a database .bak file someone sent me so I could do some work on a site.
A friend of mine told me I can get the SQL Server developer edition for just 45 bucks and it is full featured. Any experience with that?