With SQL Server 2005 MS is changing thier pricing and distribution scheme. It may be worthwhile for developer to embrace the MSDE 2000 version. There are admin tools available very cheaply or FREE, for it here:

http://www.msde.biz/msdeadmin/msdeadmin.htm

a more expensive tool: http://www.teratrax.com/tdm/index.html

Another free Query tool: http://www.toadsoft.com/toadsqlserver/toad_sqlserver.htm

Another slightly expensive tool, but looks nice: http://www.valesoftware.com/products-msde-manager.php

And a very expensive tool (NOTE: I used their managers for Open Source DBs like MySQL and Postgres and they are VERY VERY nice): http://www.sqlmanager.net/products/mssql

Nice Looking free tool: http://www.snapfiles.com/get/dbamgr.html

A very nice list I found after writing this can be found here: http://www.aspfaq.com/show.asp?id=2442

If you want to know the limitations of MSDE 2000 click to read more

Limitations
No Enterprise Manager
No Query Analyzer
No Index Tuning Wizard
Only 2GB RAM
Only 2GB database size limit
Only 2 CPUs
Only five concurrent batch workloads or 25 concurrent connections for websites
No Database Server Failover Support
No Full-text search
No SQL Server Profiler
No Import and Export Wizards
No OLAP
No English Query
No SQL Books Online
No Full or Bulk-Logged recovery model support (only simple)

The workload governor is of particular interest to those looking to run thier applications using the MSDE as it throttles database activities (not necessarily users, although one of the activities it throttles is connections and logins/logouts). You can read all about it here:
http://msdn.microsoft.com/library/?url=/library/en-us/architec/8_ar_sa2_0ciq.asp