When you're absolutely sure you will not not need to uninstall SP2 you can delete the ntuninstall file you have mentioned. You can also delete all the ntunistall files that came with the hotfixes prior to SP2, just do a search for these. As you say, copying them is a good idea.
There is also another folder you can look at in Windows called SoftwareDistribution. This folder seems to differ drastically in size between computers. In one case it was only 1.5mb. I've gone into one of the sub folders named "Download", and, after copying, have deleted a 421mb subfolder in there named 9ded4ee34..... This folder isn't required.
I've left all the other subfolders within the SoftwareDistribution Folder in tact as one or two data/log files have been accessed sinced installing SP2.