Both Project Server\Project Pro 2002 and Project Server\Project Pro 2003 now have Service Packs.
It is vital to remember that these service packs come in two parts: A server side install and then a client side install.
If you install only the server side part of the fix and do not install the client side you will NOT be getting all of the fixes. The same goes for the other direction. If you install only the client side and not the server side you will not be doing any good.
You MUST install both sides of the fix to really have SP1.