<p>There seem to many ways to skin this particular cat - but which is the best and easiest to implement.  It would seem that the ASP.net Membership Provider is the one that will save more time, so my questions are:</p>

<ol>
<li>What are the pros/cons of Membership?</li>
<li>How do you integrate the auto generated user db with your own custom made db? e.g customers/orders/products db.  (We are talking MS Sql here BTW)</li>
<li>Where can I find a good tutorial thats up do date?</li>
</ol>

<p>Many thanks.</p>

Membership is lightweight and easy to set up.  You can also use the various providers to use Active Directory or some other member location.
You shouldn't need to integrate the databases, you can use one to authenticate users and then as long as they are valid, go query another database for the data.  This is a good way to keep information seperate for security reasons.
For a good tutorial, I'd suggest:
http://msdn.microsoft.com/en-us/library/yh26yfzy.aspx
And if you want to create your own membership provider:
http://www.asp.net/learn/videos/video-189.aspx