In my development environment, I like to use SQL Express rather than the full-featured SQL Server editions mostly because its physical and memory footprints are smaller and its background processing is lighter, but also for support of User Instances.  I don't like to have a bunch of extraneous things running in the background that I'll rarely, if ever, use.  Using SQL Express, however, does come at a price.  There are a few features of SQL Server that don't get installed with it, most notably the SQL Profiler.

If you're like me and want to use SQL Express in development but also need the diagnostic tools like the Profiler, you can make it work.

1. If you already have SQL Express installed, uninstall it and all SQL Express-related items.
2. From the SQL Server disc, install just the Management Tools - Basic and Management Tools - Complete.  If you need other features like Integration Services, Notification Services, etc, you'll need to install them now as well.
3. Install SQL Express.

That's all there is to it.  All you need to remember is to install the Management Tools from the SQL Server discs first and you should be good to go! :)