Whenever you run into repeating error 18456 / Anonymous Logon failure on your SQL server, be sure to check that Single Sign-On has been set up properly on your Sharepoint farm. To set up SSO, you will need to log into the server (and also into central administration) not with your admin account, but with the service account under which sharepoint is running.
Expect to see more sharepoint related tips as i’m having a lot of fun with it at the moment 🙂
Cheers! 😉