You can jump straight from Exchange 2010 right on up to SP3; it will include all previous SPs and updates.

As far as clusters go, youll be fine. If you have a DAG set up, just be sure to move the active database copies off of the server youre updating and suspend the copy. Run the installer, reboot afterwards, then re-enable copies. Be sure the copy queue length is zero before you move the active off the other servers.