There are a couple of known issues with Windows Server 2003 SP1 that affect SMS 2003 that were resolved in SP2 for Windows 2003 that SMS admins should know about:

• The first issue that is pretty well known is an issue where the SMS Services crash immediately after starting up - this issue is documented here. 
• A customer upgrading to SP3 for SMS recently reported another issue which I was able to confrim as well.  During a site reset (which can be kicked off manually, is automatically kicked off by service pack install, and may be kicked off by applying SMS hotfixes) memory use of the executive climbes dramatically, and depending on how many packages and/or BITS-enabled DPs can actually crash the SMS_Executive service.  Unfortunately once this happens the service will start over and crash again without intervention.  This appears to be caused by a problem in the IIS provider with ADSI and fortunately is not an issue after applying Windows 2003 SP2.  I should note there are several hotfixes available for the IIS provider for ADSI SP1 that are for similar scenarios but as of this posting none of them appear to address the specific problem encountered with SMS and it's management of BITS-enabled DPs.