I just did this on a costomers machine last night so I understand your concerns.
The upgrade to SP6a is a good thing. Just incase after you install the NT SP I would/have put the Exchange SP3 back on. I know, I know, this shouldn't need to be putback on.. but I'm a rather safe then sorry type guy. MS has been known to intergrate services and other software upgrades in their serives packs. i.e. there is a nice little Windows 98 patch that i.e. 5 puts on you machine, its a good thing but I wish that you could find it in the install log. =)