Windows only: If you're not particularly fond of the official Windows Update system provided through Internet Explorer, whether your reason being a distaste for the Windows Genuine Advantage software or the insistence that the next upgrade of Internet Explorer really is a mission critical system update, there is an alternative way to update your system. WindizUpdater is a Firefox plugin which mimics the official Windows Update application. The key advantage of using WindizUpdater is that you have complete control over what gets installed and what doesn't. The system never forces you to install an update you don't want and will skip updates that aren't necessary for your system.
The downloader has error correction and auto resume should you lose your connection to the servers while updating. In my test run of WindizUpdater on a laptop running Windows XP Professional that hadn't been updated for several months the only issue that came up was the latency between the releases on the official Microsoft server and the WindizUpdater server. If you can tolerate some lag time between the official release of a patch and the push to the WindizUpdater servers then the deal is sealed. WindizUpdate is a free Firefox plugin, Windows only.