<p>Specifically MSSQL 2005.</p>

Some links to possible answers:
http://www.extremeexperts.com/sql/Tips/DateTrick.aspx
http://www.devx.com/tips/Tip/14405
http://blog.sqlauthority.com/2007/08/18/sql-server-find-last-day-of-any-month-current-previous-next/
http://www.sqlservercurry.com/2008/03/find-last-day-of-month-in-sql-server.html