Microsoft released the first service pack for Visual Studio .NET 2005 a short while back. You can download it here. It is available for all flavours including Express through to the Team editions. Upon running it I am not finding it any faster or more stable though, at least it hasn't broken MFC like the beta version of SP1 did.
Also this does not cover Vista compatibility, which is a right pain. They have released the Vista fixes for SP1 as a beta at the moment. It does improve a few problems like cancelling compilations actually working without needing to kill the cl.exe process from Task Manager, so it would be worthwhile if you are working on C++ in Vista.