Those questions are all subjective and quickly changing with new hardware releases.
Right now, Intel has a large lead with CPU's and their platforms are very nice to boot.
Most current Intel platforms support
ATI's CrossFire but
nVidia's SLI is limited to crappy nVidia based motherboards.
I call them crappy Mb's because they have troubles overclocking, run hot and have a slew of other issues.
Intel based systems can overclock very nicely right now, BTW.
Most can overclock about 50% above rated with out to many issues.
On the AMD side, their CPU's have had a tougher time of it.
The
Phenom x4 is a decent chip but it's performance compared to
Intel's Core 2 Quad line is very much lacking.
Their recent motherboards have a very nice feature set and, relative to Intel's offerings, fairly powerful integrated graphics.
The best GPU on the market is an interesting subject.
ATI and nVidia have taken different routes as of late.
Where nVidia prefers a single large GPU core, ATI likes to sell several more cost effective GPU to compete at the high end.
As such, the single fastest CARD is the 4870x2 as it contains two of the 4870's RV770 cores on a single
PCB.
The single fastest GPU is nVidia's GTX 280 which holds a small lead over the much cheaper 4870.
I would consider ATI to be the market leader at this point even without the fastest GPU core on the market.
Their 4850 and 4870 cards outperform and under price nVidia's competing solutions, the 9800GTX+ and GTX 260 respectively.
In addition, ATI's R670 and R700 lines are fully DX10.1 compatible.
A feat that nVidia is not able to claim as the design of their stream processors limit them to DX 10.0.
Neither have any noticeable compatibility issues.
I seem to remember some of the GF8 series cards being incompatible with PCIe 1.0a but that standard has been replaced with PCIe 1.1 and later PCIe 2.0 for a few years now so this is pretty much a non issue. ATI offers monthly driver updates and I believe nVidia's come quarterly. Any issues that are discovered are normally corrected quickly with the next release.
Anways, I have to run and catch the train home.
If you need any more info, just post back.