I've been looking into some motherboards that say they support the Wolfdale series with a BIOS update. I'm considering a Wolfdale chip, so this is kind of important to me. Is it possible to flash the motherboard without a chip in it? If I bought one of these motherboards and a Wolfdale chip, I wouldn't have another chip to put in to flash it with, so that would be a deal breaker for me. Any advice?

What mobo are you looking at?  Some boards will still work without the bios update.  They will just not be able to identify the CPU and set it to the default settings.  If you search around for the specific board you should be able find a thread where someone has tested it out already or if you post the mobos and CPU info here, someone who tried it can reply back.

 
this problem will stop you cold on 45 nm chips. you can put an older chip on the board, flash it, and then put your new chip in. if you don't have an older cpu laying about you can take it to a pc shop and they will flash for you.

When the e6400 went out few years ago, I had that problem. Well it wasn't really a problem, gave me an error then i updated the bios with a floppy and everything  worked. I don't know if it's different now.

 
Sure you can...but you'll need to get a trench coat.    

.....for example, with the GA-EX38-DQ6, I have talked with people who have booted up with F1 bios (F2 needed for 45nm support) using an E8400.  Also check newegg reviews for the board you are looking at.  Sometimes people post about using a 45nm CPU without a flash.  
 
But again, post the mobo you are looking at here and we can help.

http://www.newegg.com/Product/Prod [...] 6813188013 is the motherboard I've been looking at. Some people have posted about being able to boot up, but I'd prefer to not take the risk of them being wrong. If I went with a 45 nm chip, it'd be an E8400 with the quads at their current prices.