This post is for developers and admins alike.
I have tried many ways to cause a crash in SQL Server 2005 by deploying assemblies with questionable code. To date, Safe and Eternal Access assemblies have not been able to cause any discernable grief, but Unsafe assemblies, on the other hand, have.
Now keep in mind that you need to be a sysadmin in SQL Server to even be able to add the Unsafe assembly, but once it's there, one line of code can bring your SQL Server to a screeching halt.
This will cause the SQL Server service to simply stop with no exceptions raised.
As for deploying Unsafe assemblies, I recommend avoiding it unless absolute necessary, since most everything that you will need to do can be done in a Safe assembly, with a rare need for even External Access.
Finally, as much as I think great things of the new CLR Integration in SQL Server 2005, my advice is always the same - "Use it with prudence."