To update Windows XP to Service Pack 3 (SP3), one can do it using Windows Update. However, you will not be able to keep the download for future installation should you need it. You end up having to re-download using Windows Update again. Furthermore, you risk getting the download interrupted should network is unreliable.
There is a better method and is definitely recommended. It is recommended to download SP3 images and burn them onto disc so you will never have to re-download them again. You can even use a 3rd party download manager to resume / pause download. This is extremely helpful for huge files.
You can find Windows XP Service Pack 3 (SP3) download list in several languages from the below link.
http://www.ghacks.net/2008/05/07/standalone-windows-xp-sp3-download-list/
