I have the retail version. What upgrades should I download for single player use only?
I'd say, get the latest Patch 1.7. If you want to play the latest DLC like Mothership Zeta you MUST install the latest patch anyway.
You should download and install the Fallout3 v1.7 English US.exe (50 MB) 07/27/2009 upgrade. You can acquire it freely from the Game Patches page. Click the provided link, save the file to your computer and install it following the on-screen instructions. If you have issues, use the form from the official website to get in touch with the support team.