IF you want to be precise, when you install 2005 it does warn you that there are known problems, but downloading the SP resolves it.
Other than that I've had no issues apart from a stupid thing whereby the toolbar sometimes messes up when I'm running a program. If I stop it, or it stops, it shows the "Run" icon as greyed out, with Pause and Stop looking to be 'clickable'. Only way to resolve it is to minimise the IDE and restore it.
Had that problem on EVERY case of VS2005 and Vista Ultimate 64.
Other than that, flawless.