I need to update Vista SP1 to SP2 and install SP1 for SQL Server Express 2008. In which order should I install these service packs and has anyone had any problems with installing SP1 for SQL Server 2008?
I'd strongly recommend backing your machine up before you apply either of those.
"Just in case!" (tm)
Once you have a backup in place, I believe you can apply the SQL patch first. It should tell you if your OS service pack level isn't high enough.
I know it does this for SQL 2000 server and 2005 as well. I'm not 100% positive on 2008.
Once again... if you have anything you value on that machine... please back it up first.
"... has anyone had any problems with installing SP1 for SQL Server 2008?" SP1 seems to install for many without too many hiccups. AFAIK it doesn't matter whether you install SP1 for Vista or SP1 for SQL 2008 first.
There is one potential hiccup with the install: whether you have a pre-existing Visual Studio 2008 installation. If so, check out Actions that are required before you install SQL Server 2008 on a computer that has Visual Studio 2008 and SQL 2008 SP1 installation confusion.