Service Packs are cumulative, which means SP2 contains all the updates in SP1 and SP3 contains all the updates in SP1 and SP2.
So if you want to update Windows XP, you only need SP3.
MajorGeeks.com has been a reliable mirror for me in the past and they have the final release of SP3 - here: http://www.majorgeeks.com/files/details/microsoft_windows_xp_service_pack_3.html