The latest cumulative update for SQL Server 2005 post SP2 is:

KB 939537 - Cumulative update package 3 for SQL Server 2005 Service Pack 2 - http://support.microsoft.com/kb/939537/en-us

And for a regularly updated list of all the fixes for SQL Server 2005 can be found at:

KB  937137 - The SQL Server 2005 builds that were released after SQL Server 2005 Service Pack 2 was released - http://support.microsoft.com/kb/937137/en-us

As always ensure you apply the patches appropriate for your environment, i.e. supported by your application vendors, and always test the deployment of the cumulative updates in a test environment and assess its impacts on your application prior to rolling it out onto production. In addition remember to have a TESTED roll back plan.

Happy SQLing

Shashank