A. My recommendation is usually to install service packs in chronological order. For example, I just came from a customer site where a new box had only Windows NT 4.0 SP4 installed when I got there. I installed the Microsoft Windows NT 4.0 Option Pack, then reinstalled SP4 as the Option Pack documentation stipulates. Then I installed Exchange Server 5.5 and its SP3 and finished by installing NT SP6a, which was released in late November 1999.
Assuming that you've figured out the chronological order, how can you minimize problems with the actual installation of an Exchange Server service pack? My typical modus operandi is to manually stop all the Exchange Server services, use the Services control panel to set the services’ startup type to Manual, and reboot. After the reboot, I run the service pack installer. Stopping the Exchange Server services ensures that they don't have any files locked during installation and that no monitors are running that might restart services at a potentially inconvenient time. After the service pack installation is finished, I reset the services to start automatically and reboot again. Of course, making a complete online backup before you install a service pack, just to be on the safe side, is an excellent practice (in both senses of the word "practice").