No matter what way you slice it, the really problem I have with SQLServer, is the operating system it runs on. Seems time after time my SQLServer issues are more related to the OS than anything else.
The latest issue surrounds dual core processors and parallelism.
By default, SQLServer's optimizer seems to look at the number of processors on a systems, multiply it by 2, and use that for the number of parallel threads when running dml in parallel. This was all find and dandy till the OS reported 16 processors on a 8 proc / dual core machine.
Yea, cause then SQLServer says, ohh - I can do this in parallel.... let's see... 16 x 2 = 32 threads! Yea baby!
Uh... great, now my query takes 2x as long because I'm waiting in a line at the door to get in.
Take this into account when doing bulk loads, large queries, things that the optimizer might want to parallelize. Either set the max degree of parallelizm at the server level, or use MAXDOP at the query level.