Re: immediate problems w/ the new rig =/
All the 1366 45nm quad-core i7's are essentially the exact same CPU, the best performers off the assembly line are sold as the highest level brands and it goes down from there (and they lock the multipliers but it's really not a huge deal) .
The 920 and 930 are probably the best deal, they easily hit 4.0-4.1GHz with a good cooler just as an i7 940 or better would. After that point most chips begin to hit a wall and need more voltage and/or produce excessive heat. The 930 has a higher multiplier than the 920 but it doesn't seem to matter as I got the most stable results from lowering the multiplier to 19 (920 max is 20, 930 max is 21, I think 940 is 23).
As for the RAM, make sure you have 3 working, identical sticks. If it works with one stick at a time test each stick individually to make sure all of them pass a memory test (MemTest 86+ is good). Then put them in the WHITE slots. The Blue slots have been said not to work unless the white slots are filled, so be sure to use the white slots first. If the lights come on it is usually a good sign. My X58A-UD3R does take several seconds (10 seconds maybe, possibly 15) before the BIOS screen appears. It seems to be a slow BIOS, possibly due to the Dual BIOS technology.