As you might know I'm a big believer of the Kimball methodology when it comes to implementing a Data Warehouse. The Kimball group also created a book "Microsoft Data Warehouse Toolkit". In addition to this book they publish online resources at

http://www.msftdwtoolkit.com/ToolsandUtilities/ToolandUtilities.htm This site contains a loot of usefull tools & templates that assist you in buildnig a DW wit SQL Server 2005.