For the install of your Visual Studio 2005 Windows Forms application, using .NET Framework 2.0 and SQL Server Express, the user sees a fairly seamless install that looks like one smooth install with no reboots required. It is impressive that two projects, the custom application and the publishing source website, can work together so automatically not just for the initial install, but for version upgrades as well. It is well worth the time to get to know this technology, since I feel ClickOnce Deployment will have a big impact, but also since manifest files are going to be used everywhere in future Microsoft products.
Deploying Applications: User-Initiated Updates with ClickOnce (this is a PDF download that takes a while, but provides a valuable introduction to ClickOnce Deployment)
Use the Visual Studio 2005 Bootstrapper to Kick-Start Your Installation