Did you know that you can now insert multiple values in an INSERT statement separated by commas?
Suppose you have a table like this :
create table amex (aid int)
Then this fails in SQL Server 2005, but succeeds in SQL Server 2008 :
insert into amex values (1), (2)
Also, you can use the non-standard syntax to insert values in both SQL Server versions. Instead of using the VALUES keyword, you can replace that with the SELECT keyword. I dont think this works in Sybase ASE or IBM DB2, though..
insert into amex select 1