And just to break the jolity, my wife installed SP3 on her Rockwell Gaming Laptop and it screwed up completely!
There is a bug with Laptops particularly (although it could affect other PCs) which can mess up the biosinfo.inf file. When that happens you can't even get to safe mode.
I had to boot it using a special version of Unix that I've developed that can access NTFS and bypass all the security settings. I then had to do a sector edit and hand-insert the missing file. Then we had to re-install Windows XP as an over-write function.
The vast majority of people in this situation would have had to wipe the machine, loose everything and reload Windows. Not good.
So, SP3 can cause problems. The other 10 machines I've done it with were OK.
I did some reasearch and Microsoft have a page in their knowledgebase that sort of relates to this. It looks like you should manually disable your antivirus when installing SP3 to avoid this problem. I'm not going to test that, though. It took hours to fix it the first time!