I installed SQL 2005 developer edition on a server for evaluation purposes yesterday. After installation, I had to enable remote connections (doesn't apply to other versions)
The first piece of new functionality I wanted to look at was asynchronous commands
The connection string changes slightly from pre AD0.NET 2.0
Integrated Security=SSPI;Initial Catalog=xxxx;Data Source=xxxx;Async=true;MultipleActiveResultSets=true
with "Async=true" signifying asynchronous behaviour and "MultipleActiveResultSets=true" stating that we want multiple result sets on the same connection.
My test involved retrieving around 250 resultsets - synchronously this took 3.2 seconds whereas asynchronously this took 1.2 seconds. This was undertaken on a twin processor machine with hyperthreading (hyperthreading and SQL may not always be a good idea)
http://blogs.msdn.com/slavao/archive/2005/11/12/492119.aspx
so effectively a 4 proc machine. Hogging all the processors for the code I had in mind should not be a problem as the database is not heavily used, but the improved response using asynchronous execution may come in handy.
A good article for asynchronous commands is listed below
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnvs05/html/async2.asp
Asynchronous commands are a feature of ADO.NET 2.0 so will work against SQL 2000, whereas MARS requires SQL 2005
http://msdn2.microsoft.com/en-us/library/h32h3abf.aspx