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I have a stored procedure (SQL Server) which does nothing more than updates a single row in a table.
Does adding BEGIN TRANSACTION and COMMIT TRANSACTION before/after the update have any effect at all?
No. Transactions ensure that a set of modifying statements are atomic, namely that either all steps succeed or all steps fail. In case there is only one statement, there is no need to use transactions anymore ..
Anyway, T-SQL does that automaticaly. That’s why they called it Transact SQL …