By popular request, the SQL Customer Advisory Team has collected the lessons learned about tuning data loading into a new whitepaper.
It’s callled the “Data Loading Performance Guide” and you can find it on MDSN: http://msdn.microsoft.com/en-us/library/dd425070.aspx
In this paper, you can find all the tuning tricks they applied to achieve the ETL World Record and a full tuning methodology. They also provide a full overview of the bulk load methods and solutions to common data loading scenarios.