Have you ever encountered a scenario in SQL Server 2000 where you want to test the connectivity of a linked server configuration via TSQL? This was not possible easily and best handled from client side. But we have now a system stored procedure "sp_testlinkedserver" in SQL Server 2005 that allows you to test linked server connection. This stored procedure takes a linked server name as parameter, tests the connectivity and returns 0 for success & 1 for failure. You can find more details about this stored procedure in the SQL Server 2005 Books Online. Here is how a sample call can look like:
declare @srvr nvarchar(128), @retval int;
set @srvr = 'my_linked_srvr';
begin try
    exec @retval = sys.sp_testlinkedserver @srvr;
end try
begin catch
    set @retval = sign(@@error);
end catch;
if @retval <> 0
  raiserror('Unable to connect to server. This operation will be tried later!', 16, 2 );

The reason for the try...catch block is left as an exercise to readers!
Umachandar Jayachandran