Managing outdated statistics on very small tables
What neither SQL Server 2000 nor SQL Server 2005 solve yet is to manage outdated or obsolete statistics on tiny tables (in terms of number of rows).
This is much easier to handle with huge tables. If you add one row to a 1-million row table it will very likely not matter regarding the data distribution. But if you add 1 row to a 1-row table you double the data.
The key question is: how often should the statistics be updated ? If it happens too often (e.g. with every new single insert, update or delete) it might thrash the whole system.