Migrating to a new version of SQL Server can be a fairly nerve-racking experience, especially for those that have not done it before. What if all of my data is gone? What about my applications? FREAK OUT!
Luckily, Microsoft has done a good job of making the transition and testing of the data move about as simple as it can be. You can use the "Copy Database" wizard to migrate databases either hot (takes a bit longer) or cold (copy and mount the dbf - faster) from an existing database server to your new environment for testing. Simply right click on a database and go to tasks, then copy database.
I have been looking into migrating from SQL Server 2005 to SQL Server 2008 R2 on a failover cluster and this feature has worked pretty well for me. The only issue I ran into was that a vSphere 4.1 database would not migrate while hot but that is to be expected in some circumstances.
As far as building a 2008 R2 failover SQL Server cluster, it is easy to accomplish. Start with at least two nodes running 2008 R2 enterprise edition of Windows Server - set up some shared storage for use as a quorum disk for the cluster and then a larger disk used to house the databases. Once complete and you have the initial cluster set up, the SQL Server 2008 R2 installation wizard will guide you through the installation for the first node and then even have an option to install additional nodes to the cluster. It really doesn't get much simpler than that.
One issue I ran into was the installation of SP1 for SQL Server 2008 R2 in a cluster. You really can't install it via Windows Update as the installation method requires that you install SP1 on the passive node first, then migrate the SQL server to that passive mode and then install SP1 on the previous active node. Windows Update is not smart enough to handle all of that so you need to download and install the full version of SP1 to make this happen.
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