Since the release of SQL Server 2005, Microsoft has been using what they call an Incremental Servicing Model for SQL Server. This means that every eight weeks, they release a cumulative update (CU) for a particular version and service pack of SQL Server. These cumulative updates typically have about 20-40 fixes, so they are somewhat like a mini service pack. One big difference is that cumulative updates do not receive a full round of regression testing like a regular service pack does. On the other hand, cumulative updates are released much more frequently than service packs, on a regular eight week schedule. There is some debate in the SQL Server community about whether you should apply cumulative updates or wait for full service packs. Many larger, more bureaucratic organizations only install regular service packs. I have had very good luck with cumulative updates over the last four years.

Here is a Build List for SQL Server 2005, 2008, and 2008 R2, showing all of the recent cumulative updates for the various code branches for each major version of SQL Server. If you install or maintain an instance of SQL Server, it is important that you also apply the correct service pack and cumulative update package for that version of SQL Server.  This will help avoid many issues that have been fixed since the original "gold RTM" release of each version, which is what you get from the installation DVD.

Of course I should repeat the usual caveats about making sure you do your own regression testing of a cumulative update in your environment, with your own applications before you apply the cumulative update in a production environment. It is also a very good idea to read the fix list for each cumulative update to decide if any of the fixes look like they might be applicable to issues you are seeing in your environment before you decide to deploy that cumulative update.

You can run the query below to determine the exact build of any instance of SQL Server.  The Build List will help you figure out what is installed based on the results of the query. If you have a build that does not show up on this list, that probably means that you have received an out-of-band hot fix from Microsoft Update.

-- SQL Version information for current instance
SELECT @@VERSION AS [SQL Version Info];
--   SQL 2005 SP2 is now an "unsupported service pack"
--   SQL 2005 SP2 Builds             SQL 2005 SP3 Builds
-- Build       Description          Build       Description
-- 3042        SP2 RTM              4035        SP3 RTM
-- 3161        SP2 CU1              4207        SP3 CU1
-- 3175        SP2 CU2              4211        SP3 CU2 
-- 3186        SP2 CU3              4220        SP3 CU3         
-- 3200        SP2 CU4              4226        SP3 CU4         
-- 3215        SP2 CU5              4230        SP3 CU5          
-- 3228        SP2 CU6              4266        SP3 CU6        
-- 3239        SP2 CU7              4273        SP3 CU7        
-- 3257        SP2 CU8              4285        SP3 CU8
-- 3282        SP2 CU9              4294        SP3 CU9
-- 3294        SP2 CU10             4305        SP3 CU10
-- 3301        SP2 CU11
-- 3315        SP2 CU12
-- 3325        SP2 CU13
-- 3328        SP2 CU14
-- 3330        SP2 CU15
-- 3355        SP2 CU16
-- 3356        SP2 CU17

-- SQL Server 2008 RTM is considered an "unsupported service pack" 
-- as of April 13, 2010
-- SQL Server 2008 RTM Builds     SQL Server 2008 SP1 Builds
-- Build       Description        Build        Description
-- 1600        Gold RTM
-- 1763        RTM CU1
-- 1779        RTM CU2
-- 1787        RTM CU3    -->      2531        SP1 RTM
-- 1798        RTM CU4    -->      2710        SP1 CU1
-- 1806        RTM CU5    -->      2714        SP1 CU2 
-- 1812        RTM CU6    -->      2723        SP1 CU3
-- 1818        RTM CU7    -->      2734        SP1 CU4
-- 1823        RTM CU8    -->      2746        SP1 CU5
-- 1828        RTM CU9    -->      2757        SP1 CU6
-- 1835        RTM CU10   -->      2766        SP1 CU7
-- RTM Branch Retired     -->      2775        SP1 CU8
-- SQL Server 2008 R2 Builds
-- Build            Description
-- 10.50.1092        August 2009 CTP2
-- 10.50.1352        November 2009 CTP3
-- 10.50.1450        Release Candidate
-- 10.50.1600        RTM
-- 10.50.1702        RTM CU1
-- 10.50.1720        RTM CU2

Here is the sequence of updates you would need to get current for each version of SQL Server:

SQL Server 2005, plus SQL Server 2005 Service Pack 3, plus SP3 Cumulative Update 10

SQL Server 2008, plus SQL Server 2008 Service Pack 1, plus SP1 Cumulative Update 8

SQL Server 2008 R2, plus SQL Server 2008 R2 RTM Cumulative Update 2

You can either apply each update in sequence, or if you are a little more ambitious, you can create a slipstream install that allows you to get on the latest CU with a single installation. Here are links to the latest service packs and cumulative updates for SQL Server 2005, 2008, and 2008 R2. Remember, you have to go to the correct web page to request a cumulative update from Microsoft. They will send you an e-mail with a password and a link to download a password protected, self-extracting zip file. You will also need to make sure to request the correct type of hotfix (x86, x64, or IA64).

SQL Server 2005 SP3

SQL Server 2005 SP3 CU 10

SQL Server 2008 SP1

SQL Server 2008 SP1 CU8

SQL Server 2008 R2 RTM CU2