What would you say is the most effective/efficient way to insert many records at once into a SQL server table on an ongoing basis?

Basically, we get anywhere between 5000 and 20000 records per day that must be added to this one table. The ugly part is that they all come in at once. If they came in at all hours of the day, I'd just insert them as they came in. Basically, I would like to know the best method (view vs. SPT) and the best settings for the connection and/or cursor/query. I really don't have the time (unfortunately) to test each combination of settings to see which one is fastest.

Can anyone offer some assistance?