I'm planning to buy an E8400. I need your opinion on a good motherboard for this CPU. I want that motherboard to support this CPU with its shipped BIOS because i don't have a previous CPU to update it.  
I'm thinking of GA-EP35-DS3. What can u say about this motherboard?
Any help would be appreciated.

What are the uses of the pc? What's your budget? How long is it going to be kept?

Did you mean GA-EP35-DS3L or GA-EP35-DS3R by any chance?
 
Do you need FireWire, eSATA, RAID, 3 (or more) monitors, 4 (or more) hard disks?

I'm planning to use this PC for gaming and office works. My budget is around $600 and i will use this PC for about 1-2 years.
I'm not going to use RAID and i need only 1 monitor and 2 hard disks.
I play only World of Warcraft and Sims 2. Do you think it is better to buy a more cheap CPU like E2200 or E4500 and overclock it to about 3.0Ghz? Will these CPUS bottleneck my Nvidia 8600GT. Are they enough for the video games i play?

The GA-EP35-DS3L will do nicely here.
 
If you can get the E8400 and overclock it do so. After that, when you have more money, change that 8600GT to an 8800GTS 512MB or a HD 4850. My feeling is that the 8600GT will be the bottleneck.

Is it sure that the GA-EP35-DS3 will support E8400 out of the box with no BIOS upgrade. I want to be sure with motherboard's compatability.

DS3, no idea.

DS3L, yes, it will work. Here's a quote from newegg:
http://www.newegg.com/Product/Prod [...] 6813128337

OK, I figured it out. You're in the UK, and they still have the DS3 there. In the US you can find the DS3L, DS3R, DS3P instead, no DS3. Get the DS3R from here. It's also working with the E8400 from the box.
http://www.overclockers.co.uk/show [...] =MB-135-GI

(For some reason on that site it says DDR3, ignore it, it's just stupidity. It's a DDR2 MB.)

I can find GA-EP35-DS3 right now. Why you can't find it at USA. Is it full of bugs or something else?
Isn't it good to buy this motherboard. Is there a reason for this?

I think they don't release all the same mobos for each country, but that's my guess.

Why it's not released in the USA - beats me. Maybe they thought they already have plenty of models. It's not like there's a shortage to choose from  
 
I don't know the DS3 so I won't recommend it. It may be just perfect, but I don't know.
 
I do know the DS3R, it's one of the most popular boards on this forum. At Overclockers it costs only 7 pounds more than the DS3, and for the difference you get 8 SATA ports instead of 6. Maybe I'm biased here - I'm currently using 7 SATA ports in my own PC so a DS3 would not do for me.
 
Let me try to compare the features and get back to you.

All right, look here:
http://www.giga-byte.com/Products/ [...] =2741,2743

For 7 quid more, the DS3R adds 2 SATA ports and RAID 5/10. The rest is identical.

Tell you what, if you are sure you'll never need more than 5 HDD and a burner and you don't care about RAID 5 or RAID 10 go for the DS3.  

If you are sure you'll never have more than 3 HDD and a burner and you won't care about RAID 0 or 1 either and don't need eSATA, then the DS3L is good too, and it's cheaper than the DS3 and the DS3R.

I think DS3 is for Europe & DS3L is for elsewhere. They're basically the same.

Is the DS3L good enough or is the DS3R's larger north bridge heatsink really important?
 
 I do plan to OC my chip (a Q6600) but most likely, I'll take the FSB only up to 333 Mhz.. is that something that'd warrant a DS3R instead of a DS3L?

Consider a p45 board, which is meant to replace p35. P35 had a good run, but will be out of production soon, when the switchover is complete. P45 overclocks better, and use PCIE2.0. It cost only $99.99.
http://www.newegg.com/Product/Prod [...] 6813130181

A larger NB heatsink will help overclocking, but 333mhz can be done on crap heatsinks. You can compensate for the small heatsink by blowing a fan onto it.