Here's a couple of emails that were received that may be of interest to others.
WSS to MOSS Migration
We received a query regarding how to upgrade from Windows SharePoint Server 2.0 to Microsoft Office SharePoint Server(MOSS). As you should install MOSS prior to installing Project Server, you'll want to first upgrade your existing WSS content to MOSS.
I asked around and I was pointed to this article: http://technet2.microsoft.com/Office/en-us/library/b3e52231-16bf-4a46-a7e8-cb31b814627a1033.mspx?mfr=true There's a section on migrating from WSS 2.0 to MOSS.
How Do I Get Analysis Services 2005 Working with Project Server 2007
The configuration can be found here: http://support.microsoft.com/kb/921116/en-us Yes, it is the same steps as you had to do for Project Server 2003. These steps are specific to the SQL Server version. Please make sure you follow each step carefully.
Then, for each client machine that will be using or creating Portfolio Analyzer views, have the Analysis Services 2005 (9.0) OLE DB Provider installed. http://www.microsoft.com/downloads/details.aspx?familyid=DF0BA5AA-B4BD-4705-AA0A-B477BA72A9CB&displaylang=en
UPDATE: Brian Smith of http://blogs.msdn.com/brismith fame pointed out there were two missing points to this section.
First, the account owning the SharePoint Timer Service is what is used to build the cube. Therefore, that account will need access to the Reporting Database.
The second point is for those workstations creating and accessing Portfolio Analyzer views. If they are using Internet Explorer 7, the setting to allow cross domain data access is disabled by default for Trusted Sites. So, you will need to change this setting when you add the server to the trusted sites section.