The combo installers are simple enough, but particularly for the security updates, these can be tough to track down and some have a byzantine maze of prerequisites that Software Update at least would unravel for you.
I have just about everything for 10.4 downloaded, and it's still easier to let Software Update have its way with the Mac than attempt to install it all manually. I install 10.4.6 retail, upgrade to 10.4.11 and QT 7.6.mumble, and then let it crank away at the rest.