Here you will find a list of changes in behaviour between Sql Server 2000 and Sql Server 2005: http://msdn2.microsoft.com/en-us/library/ms143532.aspx

It shows you a list of features that are no longer supported in Sql Server 2005:

Discontinued Database Engine Functionality in SQL Server 2005	Discontinued Database Engine functionality in this release.
Deprecated Database Engine Features in SQL Server 2005	Deprecated Database Engine features in this release.
Breaking Changes to Database Engine Features in SQL Server 2005	Database Engine feature changes that might require changes to applications.
Behavior Changes to Database Engine Features in SQL Server 2005	Other changes in behavior to database features in this release.