So far my experience is that
getting a SQL query correct is
fairly easy and usually fun
but that the real difficulty,
e.g., for SQL Server, is for the
rest:
(1) Installation.
Grim. Barbed wire enema.
Wiped out my Windows boot
partition requiring that I
reinstall everything starting
with the Windows DVD.
(2) Security.
The stuff with users,
logins, etc. and nearly
everything in SQL Server
Management Studio was
clear as mud. In the end:
(A) Assume that basically what
is there is essentially old
capabilities and access
control lists, imagine how
they might work, and make that
a first guess. It helped.
(B) Use SQL Server Management
Studio only for passively reading
but never for actual management
where change things.
(C) For each of the important
steps in setting up
security, do searches on the
Internet, find standard
text SQL statements, and
try those. Save and profusely
document the statements that do work.
(D) Do system management
only with SQL statements in
simple text files and executed
with the SQL Server
command line utility
SQLCMD.EXE.
(3) Connection String.
The last time I had to get
a SQL Server
connection string to work
took a solid week of
throwing things against
a wall to see if they would stick.
The effort was an
unanesthetized upper molar
root canal procedure.