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Updating SQL Server 2008

I am looking to update our SQL 2008 Server to SP1. Can someone advise best way to do that? Anything to check before running (besides having a backup). What to check before updating and do I have to run within SQL or just run as a regular download?
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JessicaWatters

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I may just do 2 cumulative updates instead of jumping to SP1. Should I still run DB check?
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That is good to know as were are back and forth on whether to go with the SP or the CU, but sounds like the SP is better idea. We are new to this as we never have to touch the SQL server for anything it almost never has issues so any advise will help. I will try to figure out to run the full backups aside from my regular backups.
Can I run full backups during regular hours or does everyone need to be out of the DB?
Can you roll back the SQL SP if needed?
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If I run the backup with the options you mentioned above do I need to run a database check prior? Or does it do it while backing up?
Also after I have run all the backups, I just run the exe from download, I don't have to run within sql correct?
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Do I have to update any other components such as .net framework if I do SP1?
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Lastly I know I need to backup the system databases, but should I also do a full on my actual database with data and tables or are the system ones fine?
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Excellent and quickly response. Resolved my issue.