It is pretty important to make sure you set the Max Server memory setting for SQL Server 2005/2008 to something besides the default setting (which allows SQL Server to use as much memory as it wants, subject to signals from the operating system that it is under memory pressure). This is especially important with larger, busier systems that may be under memory pressure.
This setting controls how much memory can be used by the SQL Server Buffer Pool. If you don’t set an upper limit for this value, other parts of SQL Server, and the operating system can be starved for memory, which can cause instability and performance problems. It is even more important to set this correctly if you have “Lock Pages in Memory” enabled for the SQL Server service account (which I always do for x64 systems with more than 4GB of memory).
These settings are for x64, on a dedicated database server, only running the DB engine, (which is the ideal situation).
Physical RAM MaxServerMem Setting