I had an interesting error yesterday regarding access to the 'User profiles and properties' page in the Shared Services Administration stating the generic "Access Denied" SharePoint site access denied.
Now my first approach was to look who was the Site Collection Administrator, which was ... yes you guessed it me! And I can access the front page of the Shared Services Provider Page e.g. http://<servername>/ssp/admin/default.aspx.

A little help from my friend Google led me to visit the 'Personalization services permissions' sub page within the User Profiles and My Sites section of the front page. From here I could add permissions to users and groups for various areas of the SSP.
It would have been really nice for the Access Denied error to state that rather than not having permission to the Site that it was permissions on a particular function within SSP which can be set on the 'Personalization services permissions' page...hopefully that'll make it into vNext!
For reference here is the TechNet article on Configuring Personalization permissions in the SSP.
I'm sure this error will come again and I won't possibly be able to remember all of the intricacies of SharePoint so I'm blogging it here!