I'd also support waiting it out for a few months. But let me give you a few of my opinions reguarding a few topics that you asked about
:
1) SLI:
Never worth it unless you have a lot of money on your hands, and your ego demands the insane FPS that SLI will give you. Mostly because of heat, power, and price. Since you will be running two video cards, heat will pose a huge problem if you endup getting cards that run hot in a single GPU setup (Which includes almost all of the high end cards) which will run up the bill for better cooling. You will also be looking at a 600+ watt quality power supply (usually more than double the price of a quality unit that will run a single card setup) to run SLI. And as far as price to performance goes, one high-end card gives off better FPS than two mid range cards. Unless the budget allows for extra cooling, an expensive PSU, a more expensive motherboard, and high end cards, SLI is usually never worth it.
2) Cases:
There are tons of cases to chose from. The only thing you should have to worry about with a case is the size, the looks, and the cooling system. Size is usually no problem since most cases are built around the ATX form-factor. If looks are important to you than search around on newegg for cases that you like, and make sure that you can slap a couple 120 or 80mm fans in it. (If not already included)
3) Overclocking
Let's face it, overclocking will up the price a bit. Not only will you need a good motherboard, but good RAM, and a decent power supply are musts also.
4) e6600 v. e6700
Not worth the extra $$ at all IMO. If you plan on overclocking, you will be able to surpass the speeds of the e6700 easily with an e6600.
5) XP v. Vista
Right now, Vista is buggy, and does not live up to the expectations that most people had. ATM, I'd chose XP over Vista, but once they release some service packs, Vista should be ok. Note: If you plan on running any DX10 games, you will need Vista.
Now, on to product suggestions

Case: You should pick one out yourself.
PSU: FSP 400w-
http://www.newegg.com/Product/Produc...82E16817104953
Cooling: Depends on the case. Arctic Silver plus Karma's HSF should be good for the processor.
CPU: e6600-
http://www.newegg.com/Product/Produc...82E16819115003
Mobo: I'd suggest none other than the GA-965P-DS3-
http://www.newegg.com/Product/Produc...82E16813128012
RAM: Buffalo Firestix. These should come back in stock within the next week-
http://www.newegg.com/Product/Produc...82E16820150054
Video Card: It depends on what games you play. For example, for games like HL2, Oblivion, and BF 2142, ATI cards would perform better than their NVidia counter-parts. In FEAR, COD, and Doom 3, NVidia cards perform better. Me being a huge HL2 and Oblivion fan, I tend to favor ATI cards.
Sound Card: I'm not big into sound, so I don't know how to help with your media setup...
HDD: Depending on space needs, I'd go for any of these:
http://www.newegg.com/Product/Produc...0%2E10&Ntk=all
DVD Burner:
http://www.newegg.com/Product/Produc...82E16827151136
OS: Windows XP or Vista.
I'm pretty sure that that covers everything. If you were to buy now, that is what I'd suggest, but if you buy in a few months, the only changes I'd make would be the video card and the OS.
I hope that was helpful
Edit: Lol, It took me over an hour to post that(Ryan's post wasnt up there when I started typing)... Stupid Dial-up... Anyways, with the DS3 v. the S3, there are a few minor differences, the major one being the DS3 overclocks better and has better voltage stability than the s3. And, to unlock all the memory options, you have to press Ctrl+F1 on the BIOS main screen.