Hello PrimeGen and welcome to the PcGuide forums.
First thing is the ram. Go for one of the recommended brands around here. Corsair, Kingston, Crucial/Micron, and Patriot.
Unless you are going to be doing some serious overclocking you can go with DDR2533. It's generally a little cheaper. The Presler 940 really can't use anything faster than that effectively so it's just a waste. Only the Pentium EE with a FSB of 1066 can use DDR2667 effectively.
I wouldn't dare.I'm going Intel so no need to sell me on AMD
No problem if you want Intel, it's your computer. I know there were some bugs with the Intel version of SLI at one time, but I assume those have been worked out, but I haven't checked into it for a long time.
What are you going to use the computer for? I assume gaming since you have SLI picked out already, but what else? And what's your budget?
Do you need a monitor, KB, copy of OS?