SMS 2003 - Troubleshooting - Intermittent Advertisement Pulling
First off, my disclaimer:
This is not a solution for every scenario in which you may encounter the described problem, but it is one solution which has helped me on many occasions.
So, onto my issue. We have, on occasion, encountered workstations which would pull down some advertisements, but not all of them. There were no consistent factors between the advertisements being omitted, but there was one common factor among the workstations - the Computer Browser Service would shut down without reason. Event ID 7023 was logged in the System logs of the affected machines:

This is an easy find in Microsoft's sites and the fix is located: (And our workstation profile fits this description to a tee - XP SP2 and firewall being turned off via GPO)
http://support.microsoft.com/kb/889320
Once this fix is applied, the machines exhibiting the issue begin pulling down advertisements again. Something to note, if you apply SP3 to your XP machines, this problem does not occur. Unfortunately, if you have a machine which is not pulling down advertisements, you cannot apply the hotfix, nor SP3... sneaker net time.