o crud, I ran out of time....
Ok, for the E6400
Package Type: LGA 775
Thermal Design Power: 65W
Thermal Specification: 61.4°C
Core Voltage: 0.850V-1.3525V
You may wind up undervolting to lower your power dissipation.
Airflow through your case is important consideration, so check out the following link for ideas .... Thermally Advantaged Chassis
http://www.intel.com/cd/channel/reseller/asmo-na/eng/53211.htm
Get a good case. Then think about getting an 945 (Intel nomenclature) Chipset based mobo, e.g. Gigabyte GA-945P-S3 or GA-945PL-S3 or Epox EP-945 Pro. Get a good heatsink, e.g. Zalman CNPS 9500 or Scythe Infinity with a Nexus 120 fan (or better). Run without the fan -- but watch the CPU temps closesly -- or run with the fan at the lowest RPM. Use Sound Dampening materials in your case to quiet the fan, if you run it. Check out http://www.silentpcreview.com/ for more ideas along those lines.
I'm outta time. Gotta run.
Btw, how are you using the computer? Is it for an entertainment PC, or a desktop, Enterprise desktop, mobile, small business, etc. ?