We often get asked in the SQLTeam forums why they can't connect to a SQL Server instance.  They provide the typical connectivity error. 

In SQL Server 2000, the error is:

SQL Server does not exist or access denied.

In SQL Server 2005, the error is:

An error has occurred while establishing a connection to the server. When connecting to SQL Server 2005, this failure may be caused by the fact that under the default settings SQL Server does not allow remote connections.

Both errors are misleading as they are not usually resolved by providing access or enabling remote connections.  In fact, I've never seen the SQL Server 2000 error to be as a result of lack of access.  If someone doesn't have access, they will get the "Login failed" error.

Here is an example thread where I helped the original poster and someone who hijacked the thread get connected to their respective SQL Server instances.  Here is another example. 

Recently, I found this MSDN blog post.  It has a bunch of typographical errors, but it is very detailed and should help resolve most connection problems.  The most important typo is netstat is spelled as netstate.  If the user doesn't realize that the command is netstat, they will get an error which could lead them in the wrong direction when troubleshooting this issue.  Hopefully the blog post will get corrected at some point.

Rather than linking to the SQLTeam threads I mentioned above when I see new threads with these errors, I will now be pointing them to this blog post.  Between the 3 links, the person should be able to resolve their problem.