From BleedingEdgeWiki

Preamble

Microsoft Service Packs are generally very large files. Although the Windows Update BITS mechanism of dribbling a bit at a time down the pipes to your PC can work, they slow down your machine for days and days (depending on your internet bandwidth) and there are reports of incomplete processing. Veterans with more than one PC in their premises tend to like downloading the Service Packs manually via Microsoft Downloads and then using such files to locally update their PCs. These files can be re-used for other machines or the same machine if you had to restore the machine from backup or re-format the machine again.

Here is a full list of the Microsoft's product range of Service Packs currently available.