I am considering upgrading Alfresco to the latest version (4.2f) and the image below from Alfresco upgrade paths implies that this is possible.
We have Alfresco Enterprise version 3.3.3 installed.
How can I verify that the latest service pack has been applied for 3.3.x? Is there a list somewhere of service packs?

Best How To :
As an Enterprise customer, you can find the list of the most recent Alfresco releases by logging into the Alfresco Support console, and doing a search for articles of "alfresco enterprise [version number]". (There may be other ways too, but I tend to find finding older releases harder to locate as most of the links are setup for the current release)
From that, we discover that as of right now (early June 2014) the most recent releases are:
- 3.3.5
- 3.4.9.9
- 4.0.2.9
- 4.1.8
- 4.2.2
You've said you're on 3.3.3, and want to head to 4.2. As such, you'll need to download Alfresco 3.3.5 (the most recent 3.3.x release), and follow the instructions in the release notes for that to upgrade from 3.3.3 to 3.3.5. At that point, you're then on the latest 3.3.x service pack, and can (after backups!) follow the instructions to upgrade to the latest 4.2.x release, currently 4.2.2
(Note that you mentioned Alfresco 4.2f in your question - that is an Alfresco Community release. As you're an Enterprise customer, you shouldn't upgrade to that, you should upgrade to the newest Alfresco Enterprise aka Alfresco One 4.2.x release)