I've been testing the re-released Best Practice Analyzer called SQL Server 2005 Best Practice Analyzer 2.0.
I find this tool to be very handy for identifying database Security & Performance issues and making fix recommendations, even though it is CTP and not final release yet.
It does NOT have to be installed on a remote server, just on a DBA's Mgmt Studio workstation. It DOES, however, require that you have Admin priviledges on the remote SQL Server in order to access the Windows registry.
Give it a spin and see what you think.