Database, database, database, yes there are plenty of them and guess what you need to maintain them for optimal performance! A MUST read for all farm admin, and I hope you all carefully implement maintenance plans: Database Maintenance for Microsoft SharePoint 2010 Products
This white paper provides information and guidelines for maintaining the databases that host Microsoft® SharePoint® 2010 data and configurations. It describes and provides examples of the database maintenance tasks that we recommend when using SharePoint 2010.
Yes we are currently on updating our Project Server 2010 database guidance as well, in the meantime this is a great starting point: Database maintenance plans for Project Server 2007