As you may know, SQL Server Express edition is free for personal use or being included as part of your distribution. But, if your requirement is simple, then you can try out this express edition.
There are a few features that are separated into a few packages.
The latest version of the installation packages are in SP3. If you are installing the non SP3 version, the system will prompt you that there is a newer version that is available, or known issues are there.
So, the easiest way is to install the SP3 version directly.
SQL Server 2005 Express SP3 with Advanced Features included:
Database, Reporting Services, Client Management Tool.
SQL Server 2005 Express SP3 Toolkit included:
BI Development Tool and Client Management Tool. The only difference in this package is the BI Development tool. If you need to create SSIS (SQL Server Integration Services) package, or reports on using the SSRS (SQL Server Reporting Services), you need this tool.
