I beleive windows has an update CD available, either for free or pretty cheap (i.e. probably just covering costs). Not sure how it works but I'd assume it's basically something like the windows update site on a disk. I read the updates on it are several months old, and possibly this is only avilable for winXP, but at least sounds like the sort of thing that you're after?
TBH I've no idea why MS dont seem to allow/encourage magazines to do something like this on their cover CDs, all it can do is have more people more easily update Windows, and wouldnt cost them anything - just save them a fair bit of bandwidth.