Microsoft's SQL Server 2000 Books Online has been, probably, the most useful--under utilized--reference for most things SQL Server.  Now it doesn't cover everything, it won't discuss the pro's and con's of adjacency sets vs directed graph/nested set approach to hierarchical data storage.  It will give you details on cast and convert, sp_addlogin or any of the other system stored procedures.

In 2004 thing came out with an update to Books Online (and service pack 3a-ish, they're at service pack 4 btw), if you haven't updated by now, you ought to.

The point of this post?  The 2004 Books Online updated download was something in the neighborhood of 32MB or so, I was checking on some requirements for Yukon SQL Server 2005 and found Books Online for it and went to download.  I was astonished to see it was 113MB.  Maybe I shouldn't have been so astonished with everything new; notification services, sql clr, the new interface replacing Enterprise Manager...  I guess the take away is, damn, that's a lot to learn.