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There is a goldmine of articles available at Microsft's website.
Below are some URLs that can help you finding an article for the topic and version of SQL Server that you are interested in.
Good starting points:
TechNet: SQL Server TechCenter
TechNet: SQL Server Library
TechNet: SQL Server Best Practices
MSDN: SQL Server Developer Center
MSDN: SQL Server Library
MS Knowledgebase
Some of my favorite articles, in no particular order:
Some papers exists for several versions of SQL Server. I aim at listing the most recent below.
The information in a paper is often very much applicable also for older versions,
but you can also hunt for the same paper explicitly written for your (older version) of SQL server.
2008
Auditing in SQL Server 2008
Data Compression: Strategy, Capacity Planning and Best Practices
Database Encryption in SQL Server 2008 Enterprise Edition
Disk Partition Alignment Best Practices for SQL Server
FILESTREAM Storage in SQL Server 2008
Improving Performance with SQL Server 2008 Indexed Views
Introduction to New T-SQL Programmability Features in SQL Server 2008
Plan Caching in SQL Server 2008
Statistics Used by the Query Optimizer in Microsoft SQL Server 2008
Troubleshooting Performance Problems in SQL Server 2008
Understanding and Using PowerShell Support in SQL Server 2008
Using SQL Server 2008 Extended Events
Using Star Join and Few-Outer-Row Optimizations to Improve Data Warehousing Queries
2005
An Introduction to SQL Server Service Broker
Comparing Tables Organized with Clustered Indexes versus Heaps
Database Concurrency and Row Level Versioning in SQL Server 2005
Database Mirroring Best Practices and Performance Considerations
Database Mirroring in SQL Server 2005
Forcing Query Plans
How To Diagnose and Correct Errors 17883, 17884, 17887, and 17888 (excellent information about scheduling)
International Features in Microsoft SQL Server 2005
Online Indexing Operations in SQL Server 2005
Partial Database Availability
Partitioned Tables and Indexes in SQL Server 2005
Predeployment I/O Best Practices
Reducing Database Size by Using Vardecimal Storage Format
Physical Database Storage Design
SQL Server 2005 Express Edition User Instances
SQL Server 2005 Row Versioning-Based Transaction Isolation
SQL Server 2005 Waits and Queues
SQL Server I/O Basics, Chapter 2
SQL Writer in SQL Server 2005
TEMPDB Capacity Planning and Concurrency Considerations for Index Create and Rebuild
Troubleshooting Performance Problems in SQL Server 2005
Working with tempdb in SQL Server 2005
2000
Microsoft SQL Server 2000 Index Defragmentation Best Practices
SQL Server 2000 I/O Basics
SQL Server 2000 Operations Guide
KB articles
Comparing SQL Collations to Windows Collations
Resolving Blocking Problems That Are Caused by Lock Escalation in SQL Server
To Identify the Cause of Recompilation in an SP:Recompile Event
SQL Blocking Due to [[COMPILE]] Locks
Understanding and Resolving SQL Server 7.0 or 2000 Blocking Problems
SQL Server 7.0, SQL Server 2000, and SQL Server 2005 logging and data storage algorithms extend data reliability
Troubleshoot the Performance of Ad-Hoc Queries
How to monitor blocking in SQL Server 2005 and in SQL Server 2000
How to use the DBCC MEMORYSTATUS command to monitor memory usage on SQL Server 2005
Description of the waittype and lastwaittype columns in the master.dbo.sysprocesses table in SQL Server 2000 and SQL Server 2005
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