Heh buzkill users like you are the reason why all the exploits do the damage they do. Every unsecured box is another zombie in the network.
The truth is that if you patch your box in time, windows is safe for 95% of the known attacks. It's unlikely to fall victim to the remaining 5. You commented on SP2 being a resource hog. How come? I can't see a noticeable difference after disabling unnecessary features such as built-in firewall and such.
The worst mistake you can do is to think it's ok to give up if something is hard security wise.