SQL Server has been gaining a lot of credibility in the data warehousing market the last couple of years. With that the challenge arises more and more to load massive amounts of data in SQL Server. Obviously this is a matter of good hardware in combination with the 'right' way of doing things. Lucky for us there is the SQLCAT team to do the hard work for us - learning the lessons the hard way that is - and they have published a very good whitepaper around data loading in SQL Server. This whitepaper is really a must read if you are thinking of loading data in SQL Server and just a very interesting read that helps you understand the concepts of massive loads, I/O and SQL Server behavior in general.
Check it out here.