• By all means, be sure to test the SP installation on a test system before installing it on production. I had SQL 2005 SP4 break my SQL Server when installed on SQL 2005 SP3. And when I say break, I mean break. SQL Server wouldn't start at all. Thank goodness I was testing it and not installing it on production.

    Ideally, you would test the installation on a full copy of production and have people test their applications before installing it on production.

    If that isn't feasible, at least build a copy of production with a good representation of your databases from production and test it.