I would get the Q6600 after the July 22 price drop to $266. I just posted this on another thread. It fits you as well. If you don't get the Q6600 I believe you could get by with the stock cooler, although I would go after market.
Definitely get the P35 with DDR2. Gigabyte has a good selection including GA-P35C-DS3R with DDR2 and DDR3 slots for a future upgrade to DDR3. The P35 gives a trouble free overclock to 1333, see the link to a good review.
if i were you ide wait for the nvidea 9000's 2 come out around the time of the good dx10 games..... the new cards are supposed to be 3 times faster than a 8800!!! unless you have a crappy PC i would wait
and if you do buy, wait till price drops!