One of the more interesting and perhaps challenging aspects of a SQL Server 2000 to SQL Server 2005 upgrade is the migration from DTS to SSIS for ETL (Extract-Transform-Load) activities. SSIS isn't an upgrade of DTS, but is in fact an entirely new, and greatly enhanced, component. While it's possible to run DTS packages under SSIS, SSIS offers so many new features and capabilities that it's well worth your while to take the plunge.
If you don't have the resources to convert your old packages, you can at least build your new ETL tasks in SSIS. The deeper you get into SSIS, though, the more you'll want to convert your entire SQL Server 2005 ETL workload to this tool.