1)A. When playing a game you will experience little or no performance increase. This is because games do not yet
utilized two cores. You'll have to wait for Unreal 2007 and the Unreal 3 engine for that, and when that arrives you will see a major increase.
B. Opterons are better for overclocking but are usually more expensive and run hotter. Unless you plan to overclock, got with the 4400+, Opterons are almost purely made to be overclockable.
C. FSB = http://en.wikipedia.org/wiki/Front_side_bus
Clock Speed = http://en.wikipedia.org/wiki/Clock_speed
Cache = http://en.wikipedia.org/wiki/L2_cache
2)A. I recommend the 7800GT, it can handle anything out there today. When you need or feel like upgrading you can SLi another one in there depending on you motherboard or you can buy a better graphics card. I would go with eVGA, they have the best reputation and warranty. They also offer a "step up" program if you don't feel like your card has enough power for you.
B. No. SLi/Crossfire the cold hard truth by gaara
C. Not right now with the X1900XTX out and 7900 right around the corner.
B. If you have an AMD proccesor/board then you will have DDR RAM. If you buy an Intel proccesor/board than you will most likely
have DDR2 RAM. They are not interchangable.
C. PCI-E (PCI-E x16) are slots on your mother board. As long as your motherboard has PCI-E slots you'll be good for most graphics cards. AGP, an older slot type, is becoming obsolete in light of the higher bandwidth of PCI-E.
4)A. You've got it, but you may also take into account that the lower the steppings the better (2.5-3-3-7 is better than 3-3-5-7). and ValueRAM, if you plan to overclock you don't want ValueRAM becuase it is general very un-overclockable, it can be overclocked just not a far as non-ValueRAM.
Hopes this helps!