Business Intelligence is a core part of SharePoint 2010. Its much more than just a content management system. SharePoint 2010 has the following new features:
Business Connectivity Services
Central Administration Redesign
If you are planning on installing and setting up a SharePoint site I recommend checking out the following training videos from Microsoft:
Installing SharePoint 2010 (54 minutes):
Setting up Your First Web App (24 minutes):
I reviewed these videos and had no problems setting up a couple of web applications. I don’t recommend setting up a VM (it must be 64-bit for one thing) to run on your laptop or desktop. You will want to create the VM on a server and assign it at least 4 GB of memory. This requirement may increase if you are using a Full SQL Server Stack (Analysis Services, Reporting Services etc.) for a Business Intelligence evaluation.
My next little project will be to use Business Connectivity Services and build a simple application using external data from SQL Server 2008.