If you decide to get the Q6600 go with ClubIT they guarantee the G0 stepping and I believe are currently the lowest price. I currently use the Antec 900 case. I really like the case but some people feel that it's a little cramped on the inside.
If you're on a budget I'd ignore the SLI-Mobos, for the most part it's a gimmick, the price/performance is worse than just buying the better card. I used to run two 6800GSs just because I got a second one cheep on eBay (200 for the first one 50 for the 2nd about 2 weeks later). I'm currently saving up for a 8800GTX, I doubt I'd do SLI again unless I had the money to **** away. It's not a very efficient set up by any means, money or power usage.
For your PSU, buy a nice one. I doubt you'll need more than 520W if you're not going two graphics cards. Stay away from any 520s under 90 bucks. When in doubt check the PSU guide under tutorials.
If you are changing out your Dell parts you'll have to buy a new copy of your OS. Dells come with OEM versions of windows that are good for one computer only. When you change your mobo/cpu windows will most likely not even boot because of the HAL is incorrect. If it does boot, windows will detect the change and tell you to buy a new copy. If you buy the retail version (A little more) it can be transfered to a new computer unlimited times, you just have to tell them it's running on just the one computer.
Hope I helped!