SQL Server Upgrade and Server Move

I have an old Windows 2000 server running SQL 2000 and need to retire the server and move my SQL databases to a new server. The new server is a fresh install of Windows Server 2003 and SQL Server 2005.

I am having a hard time finding a procedure for this complex conversion. Is this something that just isn’t done?

Should I move the databases onto the new server running SQL 2000 then upgrade to 2005?