The Add/Remove option on my work PC (Windows XP) was restricted. So I removed SQL Server 2005 by finding and running ‘ARPWrapper.exe’. This brings up a maintenance-type box which after the first few screens has a screen with 2 big square buttons, the lower one is labled ‘Remove SQL’.
Infact you have to run this executable to completion twice (with a reboot inbetween) for the instance and the shared components.
Once complete I deleted the Microsoft SQL Server folder from c:\program files\
UPDATE: on SQL 2008r2 the executable is ‘SetupARP.exe’