Do you guys have any good step by step type links for performing an SQL Server 2005 Performance Audit?
Something like this link would be great but for SQL Server 2005.
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I think you've really answered your own question here! Brad McGehee's article is still 100% relevant for sql server 2005. There's some places which need updating, but it's still quite comprehensive.
Brad has an updated 2005 version for performance auditing sql server 2005! Check these out:
SQL Server 2005 Performance Audit : Introduction
SQL Server 2005 Server Configuration Performance Audit Checklist : Part 1
SQL Server 2005 Server Configuration Performance Audit Checklist : Part 2
SQL Server 2005 Performance Audit : Operating System Configuration Performance Checklist