When WordPress 2.5.1 was released a few weeks ago, I contacted my web host (WestHost), and asked them when they thought the new version might be available through their control panel. Unfortunately, the answer was “we don’t know when we’ll get around to it”.
Since then, I’ve been considering upgrading my installation myself, but have been putting it off. Today, however, I ran into the WordPress Automatic Upgrade Plugin. I installed it, ran the update, and everything went flawlessly - this blog is now running on version 2.5.1
I highly recommend this plugin - but do make sure that you have a good backup before trying it - just in case!