One change to MSMQ that I've just read about is a lowering of the default storage quotas.
MSMQ 3.0 introduced default quotas to help customers from flooding their systems with messages - something that happened too frequently on unmonitored MSMQ 2.0 machines. Sometimes in an error situation, like a network outage, the customer's application could keep resending messages indefinitely and "bad things" would happen. In Windows 2003 sp0/sp1 the default quota was 8GB but in sp2 this has been reduced to 1GB, as documented here:
905873 Performance problems that may occur on a Windows Server 2003-based server
To understand the reasons for the change, check item 4 in my "Insufficient Resources" posting.
In summary, 8GB may be too high for customers that send many tiny messages as kernel memory can become exhausted before the quota is reached. The quota is a clumsy tool to use for the job as it is designed to limit the total size of messages when we really need to control the total number of messages but - unless you are monitoring performance counters like a good IT citizen - it is the next best thing.