Want to know about the differents between SQL installation with windows authentification and Database authentication

I want to know about the differents between SQL installation with windows authentification and Database authentication.
Basically I need to know what are the adventatges and issues of creating SQL instances for another an application that needs to have a SQL 2005 installation, if I am using a windows authentication or user database (SA).
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Guy Hengel [angelIII / a3]Billing EngineerCommented:
there is only 1 setting different, which controls if database authentication is allowed.
windows authentication is always allowed.

now, SA account should NOT be used for normal applications, but dedicated logins.

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llaravaAuthor Commented:
What I am doing is the installation of an application that requires to create an instance in a SQL Server 2005. To connect the application and create the instance I can do the connection to the server an the instance creation with Windows Authentification or SA or other user for the database.
What a different can make for the future? What can be better and why?

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Microsoft SQL Server 2005

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