The updates can all be found individually if you're very dedicated by looking in the support sections of Microsoft's website - the only reliable way to be sure you're up to date is to use Windows Update.
The only reason I can think why you might not want to use it is if you're using Windows illegally, in which case buy a proper copy and get it sorted out. If you're having a problem (e.g. with ActiveX) in getting Windows Update to work, then you're better off trying to sort it out than continually trying to get updates regularly from other sources.