There is one thing to be aware of going from SP2 to SP3.
I ran XP on SP2 and a non related problem made me to decide on a re-install, I was offered SP3 after the re-install while on the site of Microsoft updates, on which I said yes.
After this security updates would download but refuse to install, come to find out that SP3 does not include "Windows Installer" so I have backtracked to SP2 again. You can upgrade from SP2 to SP3 with no problems but you can't put SP3 on to a fresh install without adding "Windows Installer" otherwise you will have update problems.