From what I've read, the 8800GT will outperform the 9600GT, but the 9x series does SLI better than the 8x series. Another thing to consider is that if you go with a single powerful card, it'll cost more up front, but it'll take up take up less space, and probably generate less heat/use less power than two less powerful cards in SLI. If you decide that a single more powerful card is the better way to go, it'd probably be best to wait a bit for a price drop on the 9800s rather than go with an 8800. Of course, the advantage of going with two 9600s in SLI is being able to spread the cost out over time. Weigh the pros and cons, and go with what works best for you.
Like CPUs, the stock heatsink/fan usually sucks. On a budget, I suggest checking out the Accelero S1, or spend a bit more for better build quality, style and slightly better performance and get the Thermalright HR-03GT. The stock on that 9600 looks better than average, but if you're building a high performance system, you should consider an aftermarket cooler.
Like CPUs, the stock heatsink/fan usually sucks. On a budget, I suggest checking out the Accelero S1, or spend a bit more for better build quality, style and slightly better performance and get the Thermalright HR-03GT. The stock on that 9600 looks better than average, but if you're building a high performance system, you should consider an aftermarket cooler.