I've been covering lots of reports that ship in the box with SQL Server Management Studio, but there are several others that you can get (if you have Service Pack 2 for SQL Server 2005) that are really amazing.
First things first. You can download them here: http://www.microsoft.com/downloads/details.aspx?familyid=1d3a4a0d-7e0c-4730-8204-e419218c1efc&displaylang=en
When you download the reports, make sure you read the instructions carefully, and note down where it unpacks them. You have to open and run a SQL script in that directory for the reports to work. Also, within that directory is a ".CHM" file - which is a compiled help format documentation file.
I won't document these reports, because it's already done in the CHM file. These are a GREAT set of reports to have around, though. You can get some very detailed performance information, which as you know is one of the most requested things we hear about.