Do you play a TON of games with Physx? If you don't it's not worth it; trust me. You could probably buy a 550Ti and it would be just fine but it would be a power hog and almost pointless as Physx isn't going to slow that 660 down enough to make it worth buying a seperate card for.
Hmmm... odd I never saw that option I'll have to check it out later. If you have an nVidia card it can run Physx. Having a dedicated card can increase the overall performance as the main GPU won't be doing the calculations through PhysX