You should try to backup and restore from 2000 to 2005. This will provide the least resistant path.
In my mind, all other options require extra work. Scripting the objects is not an issue. Moving the data would be the issue.
Because you have the Express Edition of SQL 2005 management studio, the import/export data functions are not included. And SQL 2000 EM can't connect to SQL 2005. You would have to use bcp and sqlcmd to move the data, which is a time consuming task. There are other tools you could use, like Microsoft Access and many others. But, they still require you define each table to be migrated.
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