If you are building a gaming PC stick with a gaming card. The 8600's are not gaming cards, they are better for home theater and general graphics. VERY light gaming they would be ok in some games. As dev1se said, a 8800gs, or 9600gt would be a good entry card for gaming.
Sli won't work with 2 diffent cards, they must be identical. Not sure what PSu you are looking at but don't buy cheap. If it goes you can take other stuff with it. I learn that once.