Inside SQL Server 2008: Missing in Action: Features Dropped from SQL Server 2008
Software features are a lot like government regulations. Once a feature or regulation is implemented, it's almost impossible to get rid of it. It's certain that no matter how insane or arcane it is, someone out there is relying on it and will cry bloody murder if it goes away.
Nevertheless, Microsoft has dropped a few features and deprecated many others.
The Surface Area Configuration tool is history. It was a one-stop tool for enhancing the security of a database server, saving the time of figuring out how to enable various features. You can still lock down SQL Server, but you must now do so with other tools such as SQL Server Configuration Manager, or through policy management.
Distributed Management Objects (DMOs) are now a legacy component. This means that you'll have to install this component separately if you want to use this feature to access the server and database programmatically. Regardless, you should migrate your code to use ServerManagement Objects (SMOs) as soon as you can, because DMOs are likely to not appear at all in the next version of SQL Server. The same goes for any Data Transformation Services (DTS) packages you're still using; be sure to migrate them to Integration Services.
The Web Assistant system stored procedures are no longer available, such as sp_makewebtask and sp_runwebtask. These procedures let you create Web pages from within SQL Server automatically, but never gained any traction in the real world.
SQL Server 2008 also includes a lot of behavior changes that produce different results from statements and functions. A major change is that the REPLACE function now preserves trailing spaces rather than trimming them. If you rely on the old behavior, you should scan all your code and add an RTRIM function to drop the spaces.
All of these discontinued, deprecated, and changed features are well documented in Books Online in the Backward Compatibility section of Upgrading to SQL Server 2008, along with recommendations on what new features to use instead.