30-40% is shifting some serious a$$ in the processor market these days.
You're quite right, and thats exactly what Conroe does. It is, after all, "Intel's new superbaby." Yea, intel claimed a 20% increase, but real-world performance has been FAR above that. The thing is, most of the benchmarks out there show the Conroe beating something like a FX-57 or FX-60 by quite a bit, so we can only guess the clockspeeds at which they would MATCH. That figure is in the 30%-40% range.
DDR2 is a controversial issue. From the looks of it, it isn't giving ANY performance increase at all. The A64 architecture is designed in a way that it isn't memory bandwidth-hungry. Intels have traditionally needed a lot of memory bandwidth to make up for not having a Integrated Memory Controller (IMC), thus the DDR2 speeds. AMD doesn't need that, so the additional bandwidth with DDR2 doesn't really improve the performance. 5%-7% increase would be a dream come true for AMD right now, but doesn't look like its happening.
What you hear about the chipsets is likely a distorted version. Right now, at this second, when Conroe isn't out yet, the only motherboards that will support Conroe are Socket LGA775 motherboards, but there's a catch. They have to have the Uber-High End 975X chipset. Only $200+ motherboards support this chipset, so its somewhat *ahem* stupid to buy one at this point. As the Conroe release date looms closer, there will be lower-end chipsets released for low-end motherboards. You'll probably be seeing everything from crappy $50 motherboards, to the mainstream $100 motherboards, to the High-end $250 motherboards.