I would like to add a biggie to your list of common problems admins hit: The need to move the SharePoint farm to a different database server. SharePoint 2007 (not sure about 2010) does not like it when you change database servers.

There are numerous articles out there about how to move your farm to a new server, but the big gotcha in doing it is that you need to configure the permissions properly for all of the SharePoint service accounts in the new database server. If you don't you will spend hours beating your head against either the ever so helpful 'permission denied' or 'login failed' errors.

If you are setting up a new farm, be sure to set it up using a SQL Alias as the name of the database server. It will make life a lot easier down the road. the instructions for this are in the link that James Love posted above.