I tend to create a view in the first database to access the second. Helps if I need to move things by abstracting. Also doesn't tie my code to some database name (other than the view).
Same security items brought up above still apply.
Steve Jones
http://qa.sqlservercentral.com/columnists/sjones
Follow me on Twitter: http://www.twitter.com/way0utwest
Forum Etiquette: How to post data/code on a forum to get the best help
My Blog: www.voiceofthedba.com