SQL Server 2008 R2 service packs
SQL Server 2008 R2 service packs are cumulative and can be used to
  upgrade all releases of SQL Server 2008 R2 to Service Pack 3.


From http://www.microsoft.com/en-US/download/details.aspx?id=44271

Given the documentation, you should be able to go directly from SP0 to SP3.