Difference between windows xp sp 2 , 3 & 4

first off there is no service pack 4 and one will not be released.
check this link, it will allow you to download the release notes for sp3 and let you know all the changes that were made since the sp2 update.
http://www.microsoft.com/download/en/details.aspx?id=13...
keeping your system up to date is something you should do, it helps fix bugs, issues and security holes in the OS as MS finds them.

thanku for giving the answer.