My thoughts to your thoughts.
Check out this excellent SQLQueryStress utility from Adam Machanic:
http://sqlblog.com/blogs/adam_machanic/archive/2006/10/21/327.aspx
I keep forgetting the link to the SQL Server 2000 Survival Guide by Akadia, a very nice compilation of SQL Server 2000. Bookmark it, I'm sure it will be usefull one day.
http://www.akadia.com/services/sqlsrv_programming.html