Patching
There are very few Operating Systems that have an adequate patching process for applications. The only two I recommend to someone who is too busy to track all of their installed applications is FreeBSD and Debian GNU/Linux. Apparently you can do this with RedHat and its offspring, but I've heard about a lot of issues with "dependancy hell."
It should be noted that this is usually because the SysAdmin has installed packages from different distributions. For example, installing SuSE packages on a RedHat system is asking for trouble. Packages built for a specific RedHat version almost always work, as do packages rebuilt from .src.rpm files. (RedHat is quite a bit nicer, once you learn to build your own .rpm files)
OS Specific
In Windows, use internet explorer update your computer to scan your computer and installing high-priority/recommended updates.
With Debian GNU/Linux it's as simple as "apt-get install update && apt-get install upgrade" and all of your installed applications will now be up to date! With FreeBSD it's a little more complex. I've created two shell scripts which I've named update, and upgrade. You will need portsnap, portaudit and portupgrade installed to use these:
#!/bin/sh
# update
/usr/local/sbin/portsnap fetch && /usr/local/sbin/portsnap update && pkg_version -v -l "<"
#EOF
#!/bin/sh
# upgrade
portaudit -F && portaudit
portupgrade -a
#EOF
Rumour has it that OpenBSD is building a portupgrade tool, and I will surely switch to them at that point, based on their security history.