I am in a similar situation... here is where I am at and what I need
to do.

We set up a WSS server  and ran it on MSDE for a few months... now
that we are out of the pilot phase we want to "simply" migrate the
MSDE databases  (content & config??) to a SQL server. This sounds
like a pretty simple task but I am not sure where to start... seems
like there has to be some instructions out there somewhere for this
as I would guess this is a fairly routine occurance.

Actually this looks like the document that I am looking for .. what
I am unsure about is that it is referencing STS not WSS all over and
after the first three sections of the doc it starts in with Office
XP and on from there I guess I don't know if that is something that
is listed as an alternate method or what...

www.microsoft.com/.../proddoc
s/en-us/admindoc/owsi07.mspx

I'm not too sure what you'll need to do if only using WSS without Portal, but with Portal, I've found that I had to use the SharePoint Portal Backup / Restore to perform this move.

Steps that worked for me:
1. From SPSBackup - Backup Everything (You can even include other WSS sites you have on that server).
2. From SQL Enterprise Manager - Add Application Pool User to database  server.
3. From Central Administration - Remove server  Roles from all Servers.
4. From Central Administration - Remove extensions from each virtual server used.
5. From Central Administration - Disconnect from Configuration Database.
6. From Central Administration - Create new Configuration Database on new Database server.
7. From SPSBackup - Restore Complete Backup selecting the new Database server and/or Portal URL (if changing Portal URL).
8. Delete all original Databases.

I have since found the following article which gives a bit more detail to the above steps:
support.microsoft.com/default.aspx

Here is another article that may help those with just WSS and are moving the Database to a different server:
http://support.microsoft.com/kb/833797
*note: if you are not changing servers, you can simply upgrade the WMSDE database to SQL server in place.