If you perform an in-place upgrade then the jobs will remain and you won't have to do anything special. The upgrade is done on the installed 2005 instance and requires some system downtime. This is the easiest route if the server can be taken offline. It is risky in case the upgrade fails (for whatever reason) and takes the instance offline for an unknown amount of time. If you are doing a fresh install on a new box, you will need to backup/script out the jobs and transfer them across to the new instance. This has the advantage of allowing you to do the upgrade/install any time and then transfer once the instance is up and running.