Okay here's the deal -- you have good choices everywhere except the cpu and vid card (and m/b but I'm biased and do not like Gigabyte) -- as the others have said, it is a waste of cash in the AMD market right now. I've currently got a 5000+ Black Edition which is a great bang for your buck cpu, but if you're not planning frequent upgrades like me, get the E8400 or Q6600.
As for the video card, get the 8800 GT. It will stomp the 9600 GT. Also, I'm not sure how into overclocking you are, but if you are, see if Zalman makes a cooler for the 8800 GT. I usually watercool my cards, but heard good things about it, so I just got done putting on the VF1000 w/ ramsink package on my 8800 GTX on Friday and this thing is overclocking like mad (still finding max o/c), but here are some pics of the cooler (does a very nice job) (I added the 2 80mm fans for active cooling on the ram, i/o chipset, and voltage regulators, which is not needed if you're not getting crazy).
Good luck in your build.
http://home.columbus.rr.com/razor/Vid%20Card/IMG_0016%20(Large).JPG
http://home.columbus.rr.com/razor/Vid%20Card/IMG_0018%20(Large).JPG
http://home.columbus.rr.com/razor/Vid%20Card/IMG_0021%20(Large).JPG