select rows that do not have any foreign keys linked

Update

I've run four different ways to do this through SQL Server 2005 and included the execution plan.

-- 269 reads, 16 CPU
SELECT *
FROM Groups
WHERE NOT EXISTS (
    SELECT *
    FROM People
    WHERE People.GroupId = Groups.GroupId
);

-- 249 reads, 15 CPU
SELECT *
FROM Groups
WHERE (
    SELECT COUNT(*)
    FROM People
    WHERE People.GroupId = Groups.GroupId
) = 0

-- 249 reads, 14 CPU
SELECT *
FROM Groups
WHERE GroupId NOT IN (
    SELECT DISTINCT GroupId
    FROM Users
)

-- 10 reads, 12 CPU
SELECT *
FROM Groups
    LEFT JOIN Users ON Users.GroupId = Groups.GroupId
WHERE Users.GroupId IS NULL

So the last one, while arguably the least readable of the four, performs the best.

That comes as something as a surprise to me, and honestly I still prefer the WHERE NOT EXISTS syntax because I think it's more explicit - it reads exactly like what you're trying to do.