I spent/wasted much of today trying to install SQL Server 2005. I did a clean install of Vista a while ago (see earlier posts) and have been using Visual Studio 2008 Orcas Beta 1 quite happily (although that was a difficult install - don't get me started). Today I wanted to fiddle with the CLR integration in SQL Server 2005.
To cut a long story short, the installation continued to the end without any particular problems. Once finished I had a running MSSQLSERVER instance of the db engine, but no management studio, no server profiler, no tuning advisor, no nothing. I spent ages trying to figure out what had gone wrong.
After hours of reading msdn and blogs, restarting, I uninstalled and had another go. Then I figured out what was happening. In the installation process it does a check and offers a report. I spotted a "warning". Double-clicking gave the details: essentially as I had SQL Server Express installed (its installed as part of Visual Studio Orcas) the warning was that installation would fail!! Crickey - only a warning. What warrants an error? :-)