Asking for some advises for GPU upgrade matching E6600...

One 8800GTS 512MB would do well, but for crysis and Oblvion, SLI is great. Those are the two games I most enjoy my SLI 8800GT combo in. So 9600GT SLI is a good option also.

With windows XP, 2GB is fine.

And don't worry about the e6600 being a limit. It's fine, can be overclcoked if you desire, and that's what fsaa is for (letting SLI shine). By the time you crank the eye candy, the e6600 won't be much of an issue.

fsaa = full-scene anti-aliasing. (AA like you mentioned wanting to use).

The e6600 is still very good and would rarely hurt your actual gameplay. The CPU would be a limit in your 3dmark06 scores. It would also limit low resolution no AA gaming benchmarks(limiting to say 120 fps instead of higher if you OC'ed the CPU.) And some games are more CPU limited, not meaning your e6600 is bad (it's very nice), but meaning you won't really need SLI 9600GT or even a 9800GTX level card unless you really crank the resolution. A single 9600GT may do good enough in such a game.

But since you want to play 16x12 with high levels of fsaa in Crysis and Oblivion, you are a good candidate for SLI as those are very GPU limited settings for those games. Still there be parts of crysis and Oblivion that stress the cpu more. Oblivion around a town or around many NPC's. A large battle vs enemy AI or lots of physics effects in crysis. So it's not all cut and dry CPU limited or GPU limited. Sometimes it's your minimum fps that effect smooth gameplay that get CPU limited. You just have to try and make sure neither is out of line like running SLI 9600GT with a P4 3.0GHz or A64 4000+ or gaming with your CPU and a GF8500GT. With the e6600 you have a solid performing gaming CPU to build on so you now need a GPU solution that can handle those games at your desired settings.

Take a look at this comparison. And notice that given the right resolution & AA levels, a single 8800GT and even GTX can become the limiting factor. At lower resolutions the CPU's scale showing they are at least somewhat limiting the overall performance. But are they lowering it to where it hurts gameplay? They Test COD4, UT3, and Crysis with and without fsaa(AA). Crysis it happens quite early. Also keep an eye on the minimum fps that can vary by CPU, although actual gameplay would have meant alot more than a scripted flyby.
http://www.firingsquad.com/hardwar [...] /page5.asp

IF you make those upgrades then later you will only need to upgrade to a direct x10 OS so you can take advantage of your video cards fullest potential and you can add those other two gigs of ram you were talking about.

For now, what your wanting to do will be a big jump in performance. Go for it...

I agree on the 2 are a monster part, but one G92 wouldn't keep pace with SLI 9600GT. He is talking 16x12 with fsaa, look how SLI 9600GT spanks a single G92 in Oblivion's foliage for instance: http://www.firingsquad.com/hardwar [...] /page5.asp
edit: and here is single GTS vs GT in Oblivion for a comparison. (although 8800GTX scores differed alot?)
http://www.firingsquad.com/hardwar [...] /page6.asp
G92 GTS SLI again earning it's beast name:
http://www.firingsquad.com/hardwar [...] /page8.asp