Some pretty stellar performance being recorded for SQL 2008 on Windows 2008 on the SQL Server Performance Blog. Record ETL performance of over 2TB an hour! As they say themselves - not a certified benchmark but impressive nonetheless, and the sort of performance you'd expect of a data appliance and/or Informatica, Ab Initio et al. White paper to follow which should be an interesting read.
Some benchmarks that are certified on the other hand are the Transaction Processing Council (TPC). HP have posted the first 10TB TPC-H benchmark for Windows 2008/SQL Server 2008, achieving over 1000 queries per minute at less than $40 per query. Oracle and DB2 still do better at this scale - both in terms of raw performance and price/performance but SQL is catching up with every release. It'll be interesting to see the 3TB results because there wasn't much in it under SQL 2005.
Does any of this matter? Well yes and no. Clearly you're not going to embark on a 10TB data warehouse with only a handful of TPC benchmarks to guide you, but whereas previously you might not consider SQL Server for this scale I think its becoming more viable. Nationwide's Basel II data warehouse was predicted to get to that size a couple of years a ago and that was running on SQL 2005 and Windows 2003.