Check WoW Wiki for a list of mirrors. This shows both the patches for current patch and previous.
http://www.wowwiki.com/Patch_mirrors
Latest incremental Update (2.0.12 to 2.1.0)
http://www.wowwiki.com/Patch_mirrors#Incremental_Update
Full Patches
Currently there is no universal "Full patch" available.
Patches that have been downloaded using the background downloader will consists of several files usually a number of wow-partial-x.mpq files, and a wow-final.mpq, you will also have an executable file which does the updating such as BNUpdate(.exe) or Updater(.exe), for Macs you should have an updater program called Updater(.app) or BNUpdate(.app)
To apply these patches make sure all the files listed above are in the correct directory and run the updater program.
Patches that are just executables you should just run the patch file.
Some mirrors have the files compressed in ZIP or RAR archives, you will need to unzip or unrar these files, Windows XP supports ZIP files so you should be able to extract them by right clicking on them and selecting Extract All.
If you need a program to unzip you can use
http://www.7-zip.org/
If you need a program to unrar you can use
http://www.rarlab.com/
If you have a correctly installed copy of World of Warcraft you can run patches from anywhere and they will use the registry settings to find where the game files are to apply the patch, if you have moved, copied or renamed the World of Warcraft folder, you will need to move the files into the World of Warcraft folder.
Since 2.0.1 Patches that are downloaded using the background downloader first are now stored in the Patches folder. Executables are still saved in the World of Warcraft install folder, where you will also find the downloader file.
Since 2.1.0 Patches are now patched by the launcher if you are patching automatically using the game. You can choose to hide or show the launcher on the games log on screen but it will always display to patch.
Enjoy.
The patch progression is below.
1.12.0 Full Patch 456MB (Executable)
1.12.x to 2.0.1 patch 697MB (Background Download MPQ files and Updater)
*2.0.0 to 2.0.3 219MB (Background Download MPQ files and BNUpdate)
*2.0.3 to 2.0.5 2.85MB (Executable)
*2.0.4 to 2.0.5 2.64MB (Executable)
*2.0.5 to 2.0.6 18.2MB (Executable)
*2.0.3 to 2.0.6 18.4MB (Executable)
*2.0.6 to 2.0.7 3.44MB (Executable)
*2.0.3 to 2.0.7 18.6MB (Executable)
*2.0.7 to 2.0.8 3.29MB (Executable)
*2.0.8 to 2.0.10 3.58MB (Exectuable)
*2.0.3 to 2.0.10 18.83MB (Executable)
*2.0.10 to 2.0.12 3.29MB (Executable)
*2.0.3 to 2.0.12 19.02MB (Executable)
*2.0.12 to 2.1.0 344.8MB (Executable) (This patch is available on patch mirrors as an executable, but is downlaoded by the game in parts as it was a background downloader patch).
2.0.x to 2.1.0 529MB (Executable)
Patches marked with a star exist but are not applied automagically when patching from a new install.
From any version before 1.12.0 you will need to download all patches.
From 1.12.0 (and sub version 1.12.1 and 1.12.2) You will only need the 1.12.x to 2.0.1, 2.x.x to 2.1.0.
From 2.0.0 (or a subversion such as 2.0.1) You will need 2.0.0 to 2.1.0.
The original release version was 1.1.2 (4 Disks), the second release was 1.6.1 (5 Disks), the 14 day trial edition is 1.12.0 (DVD), the online trial is 2.0.0 (Download).
If you are installing The Burning Crusade you can upgrade any version of World of Warcraft. The initial install of The Burning Crusade is 2.0.0. So will need to be patched to 2.1.0
Patches work for both Burning Crusade and World of Warcraft.
In Windows Vista a feature called User Access Control or UAC, means that patching will probably fail. To fix this run the game by right clicking on the World of Warcraft Icon and select Run as Administrator. The patch will then work!