One of the fundamental differences between traditional application development and database development is that database development is not project based. All changes are applied to a live database, or if you are lucky, a development server. Application development, on the other hand, is usually isolated to the developer's machine.
Things are further complicated by the fact that in a database, the logic is intermingled with the data. This lack of a clear cut separation makes otherwise straightforward tasks like change management very difficult.
To address this, Microsoft has developed what they call "tools for building SQL databases in a managed project environment with support for versioning, deployment, unit testing, refactoring, and off-line SQL development." These tools, released under the name Visual Studio for Database Professionals, claim to offer a way to develop databases in the same off-line fashion as traditional applications.
Jeff Lynch posted his thoughts about the toolset, which he refers to as TeamData, back in October. Please keep in mind this was a beta, and it may have changed significantly since then.
I've found the single biggest change (paradigm shift) that "TeamData" enforces is working "off-line" in a "sandbox" environment rather than working on-line like you do using the Query Analyzer or SQL Management Studio. This "reality shift" can really take some getting used to and I suspect it will be the main issue for most developers at first. However, once you get used to the idea of NOT MUCKING AROUND with a live database (sorry for shouting) it really becomes second nature and provides a much greater sense of control during database development.
The second largest change is that "TeamData" provides the ability to unit test SQL user defined functions and stored procedures just like we can with our C# (or VB.NET) code. I believe this feature more than makes up for the lack of Intellisense in the SQL Editor since we can now test our code in a much more thorough and controlled manner.
Jeff Lynch also compares TeamData favorable to Red Gate's SQL Compare and SQL Data Compare. The Red Gate is considered he best developer of SQL Server tools on the market, so this is quite a complement.
Visual Studio for Database Professionals is available as a trial download or through a MSDN subscription.