Edit: These options only apply if you already have data from another system that you want to import in. After re-reading your question I don't think my answer is relevant...
Inside SQL Server 2005 (and 2008), you have a few built-in (aka free) options to import data:
1) Management Studio
This is by far the simplest option for importing data.
1) Connect to your database inside Management Studio.
2) In Object Explorer, right click on your database then select Tasks -> Import Data
3) From here you can specify your data source, do some minor transformations on the columns, and specify what table(s) you want to dump the data to.
4) You can save this as a job in case you want to repeat this (even automate this) as a future task.
2) SQL Server Integration Services
You can use Business Intelligence Development Studio (BIDS) to create an SSIS project and have much more granularity over your data source, the transformations on your data, and how you want to import it into your destination database(s).
This tool takes some time to master, but is very useful once you get the hang of it.
And, like the previous option, SSIS packages can be put into a job and set as an automated task.
3) Command line BCP Utility
If you're interested I'd recommending Googling this option. It is a time consuming option, and there are easier ways to get data into a system. :)
I hope that helps.