No point in reinventing the wheel, but some great reading on the Lookup component and some methods to adopt when using it.
SSIS 2008 lookup component
http://consultingblogs.emc.com/jamiethomson/archive/2007/11/16/Katmai_3A00_-SSIS_3A00_-Lookup-component-gets-a-makeover.aspx
Lookup Component Cache Modes
http://blogs.msdn.com/mattm/archive/2008/10/18/lookup-cache-modes.aspx
Using the SQL 2008 Lookup and Cache Transforms in a SQL Server Integration Services (SSIS) Package
http://www.mssqltips.com/tip.asp?tip=1511
SSIS : Incremental persistent cache updates
http://blogs.msdn.com/mattm/archive/2008/11/23/lookup-pattern-incremental-persistent-cache-updates.aspx
SSIS 2008 - Incrementally Updating the Lookup Cache File
http://agilebi.com/jwelch/2008/05/06/ssis-2008-incrementally-updating-the-lookup-cache-file/
Cascading Lookup
http://blogs.msdn.com/mattm/archive/2008/11/22/lookup-pattern-cascading.aspx
Lookup component - Ensure varchar columns are not padded
http://consultingblogs.emc.com/kristianwedberg/archive/2006/02/22/2955.aspx
Handling Early Arriving Facts in SQL Server Integration Services SSIS
http://www.mssqltips.com/tip.asp?tip=1446
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