Make sure to install WSS SP1 before MOSS SP1.
You can also get the service pack for the Office 2007 clients as well:
» 2007 Microsoft Office Suite SP1 This is good for all the common clients you'll find in Ultimate or other suites, such as Word, Excel, Outlook, PowerPoint, OneNode, etc.
Look for a separate download for SharePoint Designer 2007 SP1 though:
You can also SP1 for Visio 2007: