Those of you who have an MSDN subscription should be able to get WinXP SP3 by navigating to the "Top Subscriber Downloads" part of the MSDN home page (scroll at the bottom).
The link is labelled Windows XP Service Pack 3 (x86) - CD (English)
Update: It's worth noting that if for some reason you don't want Windows Update to install WinXP SP3 automatically, you can block it.