Andy Galbraith has a tale of woe and a cautionary message:
Paul’s blog post “Issues around DBCC CHECKDB and the use of hidden database snapshots” discusses the need to have certain permissions to be able to create the snapshot CHECKDB uses. I checked the DATA directory and the SQL Server default path and found that the service account did have Full Control to those locations.
What happened next ultimately resolved my issue, and it reflects something I constantly tell people when they ask me how I research things relatively quickly (most of the time anyway :)) – whenever you read a blog post or article about a subject, MAKE SURE TO READ THE FOLLOW-UP COMMENTS! Sometimes they are nothing beyond “Great Article!” but quite often there are questions and answers between readers and the author that add important extra information to the topic, or just “Don’t Forget This!” style comments that add more detail.