Installation gotchas and guidelines - SQL Server 2008 Express, .Net Framework 2.0 SP2, and 3.5 SP1
You may be thinking installing SQL Server 2008 Express Edition is easy, yes it is when you have simple terms of usage. No issues for version 2005 though, just keep in mind about SQL Server 2008 installation when Visual Studio 2008 is/isn't present? issues to resolve.
Just to talk in list of documentation, SQL Server Express makes it easy to develop data-driven applications that are rich in capability, offer enhanced storage security, and are fast to deploy. And with SQL Server 2008 Express with Advanced Services edition includes a new graphical management tool, features for reporting, and advanced text-based search capabilities. You got it right that both of these editions are available to download for free and can be redistributed subject to agreement. For testing and managing smaller application this SQL Server Express edition is an ideal choice for ISVs, server users, non-professional developers, Web developers, Web site hosts, and developers who are building client applications.
So for the installation gotchas such as installation issues and guideliness about dependancy on Visual Studio SP1 and .NET (dot-net) framework service packs & versions here is an excellent post by Bob Ward SQL2008Express_dotnet_Framework issues resolution and other links from SQLExpress team. Make sure you are following the above post if you have any issues during the installation!