I wannu blog this for a long time... I have faced this problem many times after installation. I have installed SQL Server 2005 Enterprise edition on Windows 2003 Server and SQL Server 2005 Developer edition on Windows XP professional edition.
In both the cases when I installed SQL server 2005, SQL Server Management Studio was missing after successful installation. The simple solution is you need to uninstall it and reinstall the setup again. When I goggled for it many of them suggest the same solution, still wondering what could be the cause? Any ways it works now :)
Note: Remember to delete all the left over folders after uninstalling the software before re-installation.