SBS updates can now be automatically installed via Windows Update and Windows Server Update Services (WSUS)!  This is a huge win for SBS, especially in unmanaged environments.  More details can be found at http://www.microsoft.com/windowsserver2003/sbs/downloads/default.mspx.
 
If you haven't already deployed WSUS, the getting started guide (aka the "Step-by-Step Guide to Getting Started with Microsoft Windows Server Update Services on Windows Small Business Server 2003")  is an excellent primer:  http://www.microsoft.com/downloads/details.aspx?FamilyID=28c43d57-2e15-47b2-9a6f-1514aa3ed05f.