One is licensing. If you want to use the Small Business License for CRM (which is about half the price of the Professional license), you have to run CRM and SQL on the SBS machine. If you have a Professional license you put CRM and SQL on separate machines.
The other issue is Active Directory. From what I remember, SBS 2003 allows you to add a Windows Server 2003 as an additional domain controller in the SBS AD domain, but the domain has to be created on SBS 2003. There is no way of establishing trusts between and SBS AD domain and any other AD domain. Put another way, if the Windows 2003 Server is a domain controller in the SBS AD domain then you can deploy as you wish (though taking into account the licensing issues above), but if the users are members of an AD domain that is only controlled on the Windows 2003 Server, then these users won't be able to access anything on the SBS server, including CRM