MSDE is pretty cool. And if you combine it with SQLDMO, you can build some VERY powerful applications. SQLDMO will let you access the server objects and manage them. SQLDMO is installed with the Server Tools for SQL Server 7.0, and I think that MSDE installs them as well.

Otherwise, programming MSDE is the same as programming regular SQL Server, except you are restricted by the number of users that can attach. Also, MSDE doesn't include Enterprise Manager, whick I think is essential in the development process...but that's just me. That's why I install the SQL Serer Tools on my machine, so I get access to Enterprise Manager and I_SQL (Query Analyzer).

ADO is pretty easy to learn. Having a Visual FoxPro background myself, the hardest thing to learning it was to remember that I can't just say:

USE myTable ALIAS a_Table
SELECT * FROM a_Table

...kinds of things. It's all through objects and their associated methods and properties. However, I learned most of it on-line and with Microsoft ADO Help downloads. It's pretty easy.

-Joe