Which cpu is better for gaming?

ermm neither, get the e6750 which is cheaper than the e6600 and will overclock to 3.7ghz easily. will go well with a 8800 gtx or a 8800 gts.

Which motherboard is good to go with the E6750? I was thinking about EVGA but its quite expensive.

The Gigabyte P35-DS3R is a good motherboard. I'm currently using it.  

P35 FTW!! unless ur gonna go sli then go for the 680i/650i Sli.

To my understanding SLI only boast speed performance right?

Sli lets the video cards work on frames together, so you could either have them turn up the AA, AF and/or FPS.

http://www.newegg.com/Product/Product.aspx?Item=N82E168...

This motherboard looks better than the gigabyte one.

SLI works better with ultra high resolutions like 1600x1200 and above. 1280x1024 is okay, but overkill for 1024x768.

It's definately not. Wrong chipset for one, it the G33 with integrated graphics. The DS3 and DFI's new P35 are probably the best bets for a solid low-cost overclocking board.

IF you want premium but without the high price you can always go for an Asus P5K-E/Wifi.