SQL Server Technical Articles

If you work with Microsoft's BI stack, these articles can be very useful.
SQL Server Best Practices
SQLCAT Articles
Analysis Services 2008 R2 Performance Guide

Microsoft SQL Server Large Data Warehouses

Here are some links to the articles about the performance of SQL Server large data warehouses:
MSDN: The Data Loading Performance Guide
MSDN: We Loaded 1TB in 30 Minutes with SSIS, and So Can You
MSDN: Introduction to New Data Warehouse Scalability Features in SQL Server 2008
and many more Microsoft SQL Server 2008 White Papers and Microsoft SQL Server 2008 R2 White Papers

SQL Server 2005 Logon Triggers

Every time a user connects to the database a trigger is fired. In the logon trigger you simple insert a row into an auditing table. Yuo can read about SQL Server 2005 Logon Triggers here.

What's New (SQL Server 2008)

Here you can read about new or improved features of Microsoft SQL Server 2008.

MERGE Statement in MS SQL Server 2008

MS SQL Server 2008 introduces new MERGE statement. You can perform INSERT, UPDATE, and DELETE operations in a single statement using MERGE. The MERGE syntax allows you to join a data source with a target table or view, and then perform multiple actions based on the results of that join.
You can read about new MERGE statement at MSDN Site.
Here are examples of MERGE from MSDN:

MERGE Production.ProductInventory AS pi
USING (SELECT ProductID, SUM(OrderQty) FROM Sales.SalesOrderDetail sod
JOIN Sales.SalesOrderHeader soh
ON sod.SalesOrderID = soh.SalesOrderID
AND soh.OrderDate = GETDATE()
GROUP BY ProductID) AS src (ProductID, OrderQty)
ON (pi.ProductID = src.ProductID)
WHEN MATCHED AND pi.Quantity - src.OrderQty = 0
THEN DELETE
WHEN MATCHED
THEN UPDATE SET pi.Quantity = pi.Quantity - src.OrderQty;

MERGE Departments AS d
USING Departments_delta AS dd
ON (d.DeptID = dd.DeptID)
WHEN MATCHED AND d.Manager <> dd.Manager OR d.DeptName <> dd.DeptName
THEN UPDATE SET d.Manager = dd.Manager, d.DeptName = dd.DeptName
WHEN NOT MATCHED THEN
INSERT (DeptID, DeptName, Manager)
VALUES (dd.DeptID, dd.DeptName, dd.Manager)
WHEN SOURCE NOT MATCHED THEN
DELETE;

SQL Server 2005: CLR Integration Team Blog

SQL Server 2005: CLR Integration Team Blog - samples, tips and tricks, insights from the CLR Integration team at SQL Server.
CLR Trigger for Automatic Registration of UDXs on CREATE ASSEMBLY

Improving Performance with SQL Server 2005 Indexed Views

The document Improving Performance with SQL Server 2005 Indexed Views describes the improved indexed views capability of SQL Server 2005 Enterprise Edition. Indexed views are explained and specific scenarios in which they may provide performance improvements are discussed.

Implementing Row- and Cell-Level Security Using SQL Server 2005

The paper Implementing Row- and Cell-Level Security in Classified Databases Using SQL Server 2005 describes how SQL Server 2005 can be used to support row- and cell-level security (RLS/CLS). The examples provided in this white paper show how RLS and CLS can be used to meet classified database security requirements.

Some Interesting SQL Server Articles

Comparing Tables Organized with Clustered Indexes versus Heaps
Batch Compilation, Recompilation, and Plan Caching Issues in SQL Server 2005
Database Concurrency and Row Level Versioning in SQL Server 2005
SQL Server 2005 Partitioned Tables and Indexes
SQL Injection

SQL Server Samples & Community Projects

Here you can download SQL Server Samples & Community Projects.

Best Practices and White Papers

Analysis Services
SQL Server 2005 Analysis Services Performance Guide
OLAP Design Best Practices for Analysis Services 2005
Analysis Services Processing Best Practices
Real-time Business Intelligence Using Analysis Services
Identifying and Resolving MDX Query Performance Bottlenecks in SQL Server 2005 Analysis Services
Analysis Services Many-to-Many Dimensions: Query Performance Optimization Techniques

SQL Server Data Warehousing
SQL Server 2005 Data Warehousing
Business Intelligence and Data Warehousing in SQL Server 2005
SQL Server 2005 Data Warehousing White Papers
Strategies for Partitioning Ralational Data Warehouses in Microsoft SQL Server
Choosing Microsoft SQL Server 2005 for Data Warehousing
High Performance Data Warehouse with SQL Server 2005
Manage Large Data Warehouses with SQL Server 2005

Literature

Here are links to some useful books.
I've chosen all these books as very helpful for developing Business Intelligence solutions on the MS BI Platform.

Data Warehousing and ETL
The Data Warehouse Toolkit: The Complete Guide to Dimensional Modeling, 2nd Edition by Ralph Kimball, Margy Ross
The Data Warehouse ETL Toolkit: Practical Techniques for Extracting, Cleaning, Conforming, and Delivering Data by Ralph Kimball, Joe Caserta
The Data Warehouse Lifecycle Toolkit: Tools and Techniques for Designing, Developing, and Deploying Data Warehouses by Ralph Kimball, Laura Reeves, Margy Ross and Warren Thornthwaite

Microsoft BI
The Microsoft Data Warehouse Toolkit: With SQL Server 2005 and the Microsoft Business Intelligence Toolset by Joy Mundy, Warren Thornthwaite, Ralph Kimball
Microsoft SQL Server 2005 Analysis Services (SQL Server Series) by Edward Melomed, Irina Gorbach, Alexander Berger, Py Bateman
Applied Microsoft Analysis Services 2005: And Microsoft Business Intelligence Platform by Teo Lachev
Microsoft SQL Server 2005 Integration Services (SQL Server Series) by Kirk Haselden
Fast Track to MDX by Mark Whitehorn, Robert Zare, Mosha Pasumansky
MDX Solutions: With Microsoft SQL Server Analysis Services 2005 and Hyperion Essbase by George Spofford, Sivakumar Harinath, Christopher Webb, Dylan Hai Huang, Francesco Civardi
Data Mining with SQL Server 2005 by ZhaoHui Tang, Jamie MacLennan

Microsoft SQL Server
Inside Microsoft SQL Server 2005: The Storage Engine by Kalen Delaney
Inside Microsoft SQL Server 2005: T-SQL Programming (Pro-Developer) by Itzik Ben-gan, Dejan Sarka, Roger Wolter
Inside Microsoft SQL Server 2005: T-SQL Querying (Solid Quality Learning) by Itzik Ben-Gan, Lubor Kollar, Dejan Sarka

.NET Framework and C#
CLR via C#, Second Edition (Pro Developer) by Jeffrey Richter