Some notes about the SQL Server Service Pack Installation Engine. I like it - a lot. The new engine goes to great lengths to prevent my having to bounce a physical server to apply a service pack. No matter how you slice it, it takes less time to stop and restart a service than restart the server.
You will reach a point in the installation where a dialog similar to the following displays:

If I were to suggest one change for the SQL Server Service Pack installer, I would suggest disabling the Next button until the check is complete on this "Checking for locked files" screen. A lot of people have been conditioned by disabled buttons to click-if-it's-enabled. So they see the Next button available and just click through this step. The step allows you to do this and stops the check for locked files. However...
- Some Service Pack (or hotfix) patches may not be applied as a result.
- You may be required to reboot the server to complete the Service Pack (or hotfix) installation.
So for now, no blindly clicking the Next button!
When locked files are discovered the dialog displays something like the following:

My advice: Stop here, open the Services console and stop each of the identified services manually. After each has been stopped, click the Refesh button and you should see the next screenshot:

If you do not see this screenshot, you haven't stopped all the impacted services. Rinse and repeat until you get a "No locked files found" message. Then click the Next button.
As installation progresses you will see a screen similar to the following:

This screen shows you what's being updated and gives an indication of progress. Progress indications good.
When the Installation Progress indicates all is complete, click the Next button to proceed. A summary displays all SQL Server-related services and their Service Pack / HotFix disposition:

Be sure to restart the services you manually stopped before proceeding!
This explains why some service pack installations don't "take." If you believe you've installed an SSIS SP, for instance, but are still seeing that pesky issue that was supposedly resolved, this could be why.
:{> Andy