SSMS should still keep your registered servers in a window named registered servers. I think it asked me if I wanted to import the SQL 2000 registered servers, since it noticed I had around 40 of them.
Northwind and pubs (sniff) are no more. They have been replaced by AdventureWorks and AdventureWorksDW. If you back up a Northwind database from any SQL 2000 server, you can restore it no problem on SQL 2005. You will see a few upgrade messages fly past at the end of the restoration, and the database will be left in 80 compatibility mode, but that can be fixed quickly enough.