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While installing SP1 on a SQL Server 2005 cluster today, I ran into a pickle of an issue.  Firstly, documentation on this topic conflicts.  2 different articles contain different information. 

In 1 article, it is suggested that the SQL services are stopped.  This will, cause the installation to hang during authentication.

In the second article, it is stated that the installation should be performed once, on the active cluster node only.  This is the correct way to go.

Since while installing, we noticed after the fact that we were supposed to stop the SQL services, we killed the install.  This likely corrupted it on the node.  On the second node everything worked just fine.

On the first node, once we failed resources to it, the SQL Agent would either go from online pending to failed, or would start and fail after about 1 minute.

Events we were greeted by are:

The solution ended up being buried in Community posts.

The issue was:

On the failing node, in Local Security Policy, Computer  Policy, User Rights Assignment.  There were no users with permissions to: Lock Pages in Memory.

On the other node, this was configured to give access to the SQL service account users.  Granting these users the right to Lock pages in memory and then restarting the server, resolved the issue.