>For the process of setting data from multiple sources into a new database, would you recommand to script everything as is such as in a Microsoft SQL Server query window or to use an ETL software to do it visually?

I use SQL Server Integration Services, though I also use some SQL scripts and stored procs - so it's not always "either-or"

SSIS is a great way to define workflow of different tasks - though the product has a number of nuances that you have to get used to.