There's a free tool from NetIQ called SQLCheck (http://www.netiq.com/sqlcheck/faq.asp). If you want more functionality, you can upgrade to one of their full-featured products.

Performance Monitor that's built into Windows 2000 can give you a lot useful information about the server and it also contains a lot of SQL Server specific performance counters. You can find a lot useful tips for using PM with SQL Server at http://www.sql-server-performance.com, just scroll down to the Performance Monitor section.

Roman