You might be aware (from other bloggers on this site) that there is a new web-only Books Online for SQL Server 2008 available at http://msdn.microsoft.com/en-us/library/dd239407.aspx.
Like Tibor, I prefer a downloadable BOL, partly because I do a lot of research and writing while traveling and I don't always have an internet connection, like at 42,000 ft (~14000m) above the Atlantic Ocean.
However, I need the latest documentation while I am finishing up my book, so I decided to start using it today, now that I am back from my travels to the UK. However, I discovered another reason while I like the desktop copy of BOL better and that is the searching functionality. The web-only BOL only has the search box to search the ENTIRE MSDN site, and it's not nearly as convenient as the search capabilities in the local documentation.
To my delight, I just found out from Alan Brewer, from the SQL Documentation Team, that Microsoft has a nice search macro to help limit your search on MSDN to just SQL Server 2008 topics:
It's still not as nice as the local searching, but since web-only is all we have for now, for the most recent BOL, it's definitely a good thing.
There is also a 2005 online search macro at: