One frustrating connection i've been faced with lately is connecting to multiple SQL server instances all with different server names, each server had a very long name or an IP address or just just plain hard to remember or type. Often times SQL server is run on a different port than the standard 1433. Trying to remember the port number or having to specify the port number is annoying.
The SQL Configuration manager allows you to create aliases to SQL server.
Using an alias you can connect to a sql server instance by typing in the server name of your choosing.
1. start - program files - Microsoft SQL Server 2005 - Configuration Manager - SQL Server Configuration manager
2. Go down to SQL Native Client Configuration and expand it.
3. Right click on the Aliases and click "New Alias"

You don't have to put in he IP address of the server (useful if the server hosts more than one sql server, you can put the instance name which will essentially do the same thing.
now to connect to the SQL server instance just type in the Alias name that you gave.