the last version of xp i had installed had a beta of sp2 integrated, that was like 2 months ago, it was rather buggy because it wasn't supposed to be released yet... i'd say it has good security features to stop spyware and popups, but it was way too controlled for me.
i did notice some of the download and popup blockers on my friends computer and she only uses autoupdate, so at least some parts of sp2 have been released in auto update.