Microsoft has a useful KB article (KB937137) detailing all the builds (and information about the fixes in each build) since SQL Server 2005 SP2 (Build 2042) was released. This is very valuable information to have, especially if you are responsible for mission critical SQL Servers.
Related to that, Microsoft has introduced a new incremental servicing model for SQL Server 2005. Microsoft KB935897 explains how this works in more detail, but the important thing to remember is that Cumulative Updates (CU) are more like mini service packs that get a lot more testing than an on-demand or critical on-demand hotfix.
That means that unless you actually have a serious issue that is corrected in a hotfix, you should stay with CU builds. CU2 for SQL Server 2005 SP2 was Build 3161, while CU3 was Build 3186. Right now, 3186 is the build that you want to be on.