SLI is not worthwhile from a price/performance point of view in my opinion.
i can't find the Zalman PSU you've chosen on the quality PSU lists. But my eyes are not as good as they once were. if the zalman is not listed, pick something from tier 1 or 2. some suggestions would be the corsair 620 which is stable, quiet, and modular, and the pcp&c silencer 610 or 750 which are stable and quiet but not modular. the 750 is slightly larger than standard PSUs and for smaller cases they may not fit well without a little tinkering.
no one knows if newegg is shipping the G0 stepping version of the Q6600. if you want to make sure you get that one, which is better for OCing, get it from clubit.com .. also you can save a little if you get the OEM version since you are getting an aftermarket cpu cooler. the OEM version has less warranty than the retail version, but CPU chips do not burn out very often, it is usually some other part that goes first.
there are reviews of CPU coolers on toms and
frostytech, and according to the reviews, there are quieter cooler and cheaper coolers out there than the one you picked. the xigmatek hdt-s1283 is cheap, and at the top of the list.
other than that i think your parts are ok. if i could talk you out of SLI i would suggest a single 8800GTS G92 512MB with a GA-P35-DS3L. SLI may be slightly better performance but from the price/performance standpoint, a single card is more bang for the buck.