Been setting up MOSS lately, primarily to serve as a file system replacement. Due to the large volume of files going in, we felt that it just might be a good idea to break the volume of files up into separate site collections. One of the big advantages of creating a separate site collection for each block of files or part of the business is that each site collection, unlike a site, can have its own database on SQL. Site collections can also be recycled and restored independently of each other. The way to tell MOSS to create a site collection with its own database is to use STADM and use a command similar to the following:
stsadm.exe -o createsiteinnewdb -url "http://myMOSSsite/sitecollectionname" -owneremail "email@example.com" -ownerlogin "mydomain\my.superuserlogin" -sitetemplate "thesitetemplate_I_want_to_use#1" -title "MyCollectionName" -databaseserver "mySQLserver\myMOSSinstance" -databasename "WSS_Content_sitecollectionname"