Windows Authentication question

Currently we use SQL authentication on SQL Server 2005, with a few
logins for our applications, because we are using NetWare for users. We
are planning on moving to Active Directory, and therefore I am
considering Windows Authentication. My concern is that if/when we
switch, users would then be able to use query analyzer or Management
Studio or other tools to log in directly to the server, whereas they
can't now. Is there some way to use Windows Auth. and allow them to
connect via an application but not "directly"?

Short of that, what other suggestions do you have? I am considering
removing the SQL authentication accounts so we don't have to maintain
them (change passwords every so often) and because from what I've read
Windows authentication is more secure. I am not opposed to staying with
SQL authentication if it makes more sense in this scenario.

Thanks for your time and tips!!
.

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