OK, the number of processors are MORE (4) on the server where bad plan is being generated! And this results in really BAAAD response ime.

Version numbers are same.

And to add...

There are tons of books available on designing datamart. To begin with try this MS link:

http://www.microsoft.com/technet/treeview/default.asp?url=/technet/prodtechnol/sql/reskit/sql2000/part10/c3361.asp