From the Microsoft FAQ for Windows 2000 Service Pack Four:
Q. Are there new features in Windows 2000 SP4?
A. No. Customers have asked that service packs focus entirely on quality updates. Therefore, Windows 2000 SP4 does not include new features.
Q. Does Windows 2000 SP4 offer support for new devices?
A. Yes, Support for Wireless Protocol 802.1x and Support for USB 2.0 EHCI Host Controllers are included with Windows 2000 SP4.