Yet another note on the subject:
If you're doing a clean install, you'll be asked about updates quite early in the process. As I said, I prefer doing them manually, opting out the "recommended" updates. Automatic critical updates is what I choose for my customers for obvious reasons. So far, so good.
Now, using Windows 7 with Service Pack 1 as an example, the first batch of critical updates is something like 150 of them. Because letting Windows just do it in the background may take more time than you'd wish, you most likely will run Windows Update several times until all the desired patches have been installed. At least that's what I do. What I've noticed, after having installed the first batch, Windows Update will say the state of updates has never been checked and asks you to do it. So you, logically, click the "Check for available updates" button. Before installing anything, click the left pane "Change Settings" link and make sure the "Recommended" updates haven't automatically been selected again!
Checking the update settings every now and then is recommended. Sometimes Microsoft may force an ultra critical update even if you've chosen to manually install them. In that process they've known to reset the settings according to their preferences. So if you want to be in control, check the settings regularly.
