CPU: Q6600 is fine. It can easily overclock to 3.0GHz without changing the voltages and in my opinion a more future proof choice than dual core CPUs.
CPU cooler: I have the Q6600 and cool it with the Scythe Ninja. It was a bit fiddly to get in but it cools a dream. My Q6600 is overclocked to 3.0GHz and reaches a maximum temperature of 41degrees on full load. (I admit, I have the Antec 900 to thank for this temperature as well - amazing cooling)
Case: Antec 900/1200. I'm a big fan of Antec cases and their customer support is the best I've ever experienced.
Graphics card: 9800GTX or wait for new ones to arrive
PSU: Corsair HX520W will probably be enough, but you might want to consider the Corsair HX620W if you're going for one of the new nVidia cards.
HDD: I'd always go with Western Digital. They're more reliable and quieter than the Samsungs.
Mobo: P35 board
RAM: 4GB Corsair PC6400, unless you plan to heavily overclock the Q6600, then go with PC8500
OS: Windows Vista Home Premium 64-bit is pretty much fine. Most of the driver problems were fixed with service pack 1 (released in March) and nVidia got their act together and fixed their drivers. If you're worried about driver issues, I'd stay away from Creative