I picked this up from Alexander Windel's Blog.  It reminds me of the conversation I had with Tony he was looking to set up reports using SharePoint for a customer.  These Visio diagrams are really useful and have lots of info on them.  If you don?t have Visio and want to look there is a Visio Viewer available.

SharePoint Database Administration

http://office.microsoft.com/search/redir.aspx?AssetID=AM101638931033&CTT=5&Origin=HA101639821033

SharePoint Application Security

http://office.microsoft.com/search/redir.aspx?AssetID=AM101638891033&CTT=5&Origin=HA101639821033

For the Visio viewer