No, you just download the recommended patch cluster for your version of Solaris and CPU type, and it contains all patches required to update your OS and it will then be up to date.
There will be separate patches for some elements (e.g. Solstice Disksuite if you use it), the
patchdiag tool will list those for you, it is downloadable from
SunSolve with a separate
patchdiag.xref file which gets updated daily.