I had the opportunity to write an article for 4guysfromrolla - "Unit Testing the Data Access Layer".
"Unit testing is becoming very popular among .NET projects, but unit testing the Data Access Layer (DAL) still remains a common obstacle. The problem stems from the very nature of databases: they are slow, common, persistent, external, and relational. This conflicts the nature of unit tests, which should be quick, independent, and repeatable..."
You can read the entire article on the 4GFR website at: