Haven't done it myself, but I have one piece of advice.
Before you do ANYTHING, Backup EVERYTHING. And then make sure the backup is a good one just in case.
According to all the 2000 Server books I've read (studying for my cert right now), the upgrade should be a smooth and painless process. No data should be lost. However, Murphy likes to take advantage of the unexpected. @=)
Be warned, there are certain things which worked for NT which either don't work in 2000 (there are no such things as BDCs, for example) and if you still have NT servers or workstations on the domain after you convert the first one, there are certain configurations you may have to do for communication purposes. The best book I've seen so far for teaching Server 2000 is Sybex's MCSE Windows 2000 Server Study Guide by Lisa Donald and James Chellis. The first couple of chapters cover upgrades and clean installs in great detail (from the "I've never heard of this before" viewpoint).
Also, checkout Microsoft's Technet and
(a free forum, though they now require a login and password) for further informtion. 2000trainers has a certified staff who has done all this before and they put articles on their website on how to do it right the first time.
Hope that helps.
Catadmin - New to Server Admin, but willing to learn... All help is appreciated.