One habit that has paid off repeatedly has been to loyally scan through PSS's SQL Server 2005 KB Article RSS Feed on a daily basis. There isn't a huge amount of volume; some days as many as 5 new articles, most days none. It works very well as my SQL Server gossip column. The KB articles tell me what the latest issues are and what information is considered critical enough by PSS to warrant a KB article.

For example, yesterday the following KB article was published:

FIX: I/O requests that are generated by the checkpoint process may cause I/O bottlenecks if the I/O subsystem is not fast enough to sustain the IO requests in SQL Server 2005

If you take the time to scroll to the very end of the article, you'll find the More Information section. This is where the really good stuff is kept. This specific hotfix is not what you would expect. The hotfix adds an additional SQL Server command line option to throttle the I/O requests to the disk subsystem. I/O subsystem issues are common when dealing with SQL Server so knowing about this specific issue and the existence of the hotfix will give you some options when investigating I/O subsystem issues.