FxCop with and without Team System
Unfortunately, Visual Studio 2005 Professional doesn't include any integration with FxCop, Microsoft's static code analysis tool. I guess I got spoiled by the beta versions of Visual Studio 2005 I was using, which were the all-you-can-eat Team Suite editions.
Fully integrated static code analysis (via FxCop) is only available in Team Developer and of course the Team Suite editions of Visual Studio 2005.
When static code analysis is enabled in your project properties, you'll see the various FxCop recommendations show up in the build output window:

Sure, it's a little naggy and overprotective, but it's a great reminder system. It's also infinitely configurable. You can disable any warnings you don't want, and even create entirely new rules for FxCop to evaluate.
I currently have "only" VS 2005 Professional installed with the basic Team System IDE plugin, so I'm using the latest standalone FxCop for .NET 2.0, version 1.35 beta 1. Unfortunately, you lose all the benefits of IDE integration that you get with Team System, such as right-clicking a rule to automatically apply the SuppressMessage attribute to your code.
Steve Michelotti documented a nice workaround that lets you use the SuppressMessage attribute with the external FxCop UI. You'll still have to copy and paste code from FxCop into the IDE, but it's better than nothing.