Zalman 9500 compatible with Asus P5W DH Deluxe?

I've just bought that combo, I hope they do fit! 8O

Seriously though, if you look around various forums you'll see people with Zalman 9500 and P5W in their sigs, so I'd say you can safely assume that they do fit.

As far as the board, Yes it will fit. It will clear your RAM sticks and the heat sinks. But the bigger question is - what kind of case do you intend to mount it in? The Zalman should fit in a standard size ATX case.