Well, instead of forging ahead with loading drivers on Monday night I instead spent many hours searching the internet forums. The common factor in resolving various GA-8KNXP stability problems is changing the memory settings. Mine originally came up as 2.5, 6, 2, 2 using the [SPD] setting from the DDR's.
So tonight I started by running MEMTEST-86 on my system. I started with the above [SPD] settings, and found the system failing tests 5 and above (test are numbered from 0-11). I then went into the CMOS, hit <CTRL><F1> to view all advanced settings, went to the Advanced Chipset Features menu, and changed the memory to [MANUAL] with settings of 2.5, 6, 3, 3. I then re-ran MEMTEST-86. What a wonderful difference! It passed all tests, even the advanced tests (8-11)! :-) The only part that I'm bummed about is that my expensive memory has just been slowed down to make the motherboard happy. :-(
I then proceeded to install the drivers from the IUCD2.4 disk, and from the Catalyst CD that came with my ATI card. The only problem that I had was that the sound appeared to be working after installing the AC97 drivers, but then started getting interfered with and making "popping" noises instead of playing music after I rebooted. However, I eventually opened the SoundEffect icon (lower right of taskbar) and turned off the AUJ auto-detection feature which had reconfigured my speaker output as some sort of input. Then the sound started working cleanly again. (I guess this is mentioned in the Gigabyte manual, but I had never made it that far and so had never read that part carefully.)
So it looks like I'm up and running. I still have lots to load, and will leave the MEMTEST-86 running overnight to hammer the memory a bit more. If it's still running in the morning, I'll be very happy!
Buy the way, one person had described some major problems with a 8KNXP board and eventually found that he had not properly inserted his CPU in the 478 socket during his original installation. Once the CPU was re-seated he said his problems went away.
Hopefully Gigabyte will release a new BIOS that will let me lower my memory settings back down to the 2,6,2,2, settings that Kingston claims they are capable of handling.
Good luck with your system. I hope something in here will help you get yours running.