first things first...
there's no way you are going to get to 4.0ghz stable without some hard-core liquid cooling. i dont know if you can do it then, even...if you do, i will personally tell you that you are the greatest
i get better overclock results with my 3600 using xms2 c4 ram. make sure its the cas4.
i dont think it is fair to say that a 5200 wont overclock "half as well" as an e6600. i can overclock my 3600 farther than a lot of people's 6600s. and i could clock my 4200 windsor farther than some as well. granted, we are talking about a 5200 and not either one of those cpus.
as a matter of fact, the only thing that will inhibit your overclock with that cpu will be heat...it will run a bit hotter than a brisbane. make sure you get a good hsf.
the 5200 should be able to reach 3.0ghz, but i would suggest a 590 mobo, i can almost assure you that it will break 3. everyone on the forums that has a 590 mobo can pass 3 ghz with their chips. apokalipse has his 6000 to 3.5ghz. but, a 5200 is not going to perform quite as well as your 6600 at 3.0ghz. stock performance, they'll be close.
i use gskill HZ also. i may take it out for my moms build, and put my xms2 back in. it just seems that sometimes my rig likes the xms2 better, i dunno.