It's worse if you've encrypted your hard drive. After a 3am windows update, my Sony laptop reboots and stops at the Truecrypt 'enter your password' boot prompt. But at this pre-boot point, there's no OS power-saving. So the CPU is at 100%, the laptop fan spins up to hurricane levels, and the dumb thing just sits there for the rest of the night like an overpriced fan heater.

In this usage scenario, it would probably be a better option to disable automatic updates and be vigilant about updates "manually". Windows will still notify you about updates, and it will be a bit of a hassle... but not a space heater kind of issue at least. :)