There are some differences between both.
Sr No SQL Server 2005 SQL Server 2008
1 XML datatype is introduced. XML datatype is used.
2 Can not encrypt the entire database. Can encrypt the entire database introduced in 2008.
3 Datetime is used for both date and time. Date and time are seperately used for date and time
4 No table datatype is included. Table datatype introduced.
5 SSIS is started using. SSIS avails in this version.
6 CMS is not available.

Central Management Server(CMS) is Introduced.

7 PBM is not available

Policy based management(PBM) server is Introduced.