In the second season (R2), they mention this term SP many times but I don't know what it means. Always wondered it's meaning. Does someone know it?
At the beginning of episode 12 of R2, when Rollo is castigating Sayoko for doing a poor job as Lelouch's double, the following conversation occurs:
Rollo: And you call yourself a ninja?
Sayoko: To be precise, I'm an SP, the 37th of the Shinozaki line―
So what's an SP?
I don't think this is any sort of Code Geass-specific lingo. Given that it's an acronym, there's a lot of things it could stand for, but by far the most likely is security police (yes, Japanese has borrowed the phrase from English: セキュリティポリス sekyuriti porisu). The Japanese "security police" are sort of like the US's Secret Service - they're bodyguards for important people (cf. wikipedia).
Given that the Ashfords are (or at least were) an important family of nobles, it isn't too surprising that they might have a bodyguard on staff, especially given that they're harboring an exiled prince and princess.