Hi
1) Does Autodesk Mapguide provide options for saving spatial data in SQL server 2005 and SQL Server 2008?
You can provide your own interface, but using ODBC you can put X and Y columns on your map in both 2005 and 2008.
For 2008 you can use the OSGEO FDO provider for SQL Server Spatial for Points, Lines and Polygons.
If you want to use 2005 you would have to use the Autodesk SQL Server Provider for SQL Server - It store the data in a binary format that only Autodesk FDO for SQL Server can view or edit (you could use Map 3D for this one)
2) Does Autodesk Mapguide supports accessing and editing data which is residing in ArcSDE Geo-database
You can certainly use the FDO Provider for ArcSDE or the OGR provider (http://fdo.osgeo.org/fdoogr/index.html)
3) Does MapGuide supports multiple editing of data, residing in SQL Server / ArcSDE Geo-database
Multiple, meaning several graphical entities at a time? This would be a little scary wouldn't it?