What is the best way to store historical data in SQL Server 2005/2008?

Question

My simplified and contrived example is the following:-

Lets say that I want to measure and store the temperature (and other values) of all the worlds\' towns on a daily

Answer 1

Instead of trying to optimize relational databases for this, you might want to consider using a Time series database. These are already optimized for dealing with time-based data. Some of their advantages are:

• Faster at querying time-based keys
• Large data throughput
  • Since default operation is just an append, this can be done very quickly. (InfluxDb supports millions of data points per second).
• Able to compress data more agressively
• More user-friendly for time-series data.
  • The API's tend to reflect typical use-cases for time-series data
  • Aggregate metrics can be automatically calculated (e.g. windowed averages)
  • Specific visualization tools are often available.

Personally I liked using the open source database InfluxDB, but other good alternatives are available.