ANSWER:

Here’s a download page for the CD image of SP3:

http://www.microsoft.com/en-us/download/details.aspx?id=25129

According to the notes, you can install SP3 on Windows XP without any previous service packs.

EDIT: Information seems to conflict. This page on MS Technet:
http://technet.microsoft.com/en-us/library/cc507836.aspx
says “To install SP3, your computer must meet the hardware and operating system requirements listed below. In addition, your computer must at least be running Windows XP with Service Pack 1 installed. We recommended that you have Service Pack 2 installed before installing SP3.”

by boot13 from http://superuser.com/questions/421414