Yes, if you want PCI-E 2.0 you need an X38 or a 780i rather than P35. Maziar is correct though, you don't really need PCI-E 2.0 for today's video cards. If you really want PCI-E 2.0, for future upgrade reasons, then I recommend the GA-EX38-DS4. If not, the GA-P35-DS3L sounds just fine.
If you don't care about SLI, consider an 8800GTS 512MB. It can save you money compared to the 9800GTX. Speed is very similar, and you only lose the Triple-SLI feature.