To backup what PotGuy has said:
1. No, the card will support PCI-E 2.0 and below, so you are fine with the Asus P35, and they support the next generation 45nm CPU's (see 3)
2. DDR3 memory is hugely expensive at the moment, and it isn't going to give you that greater performance increase - so I would stick with DDR2 and get 4GB.
3. The new Penryn 45nm, and yes there will be an improvement in performance and power usage, but they will also be very expensive at first so I would stick with the Q6600, you can always upgrade a year or so later when they come down in price.
Make sure you budget for a quality PSU such as a Corsair HX620 too
I have 2 Q6600 machines with Asus P5k-Deluxe boards overclocked from 2.4GHz to 3.4GHz and they run sweet as a nut with maximum temps of 45C running 100% 24/7