Even though I didn't run my 5900 without the dongle plugged in, you wouldn't hurt anything. Worse that could happen is that NVidia's Forceware control panel would throw up a caution window saying there is not enough voltage running to the card. If you don't fix it, the card will run but at lower gpu and memory speeds (at least with the FX series cards - probably the same the 6 series).
As far as running benchmarks, I'm not that great an enthusiast in that I don't chase the net looking for recent benchmarks using xxx driver release getting xx more fps. Before I upgrade to a new Forceware release I WILL research to see if there is something I need to know about a new driver. I tend to use proven drivers (not necessarily fully certified, WHQL, whatever). Bottom line install a known good driver, and as long as it does the things you needs it to STAY WITH IT!
The vastness of the internet and good forums like this one will give you much more reliable information from those who actually install and use the darn things. Another excellent site for NVidia fans is
NVNEWS. If you haven't been there before I suggest you visit it. Also check their forums for all NVidia graphics cards AND Forceware drivers. You won't be disappointed! NVidia's own website also has forums which I've also found helpful several times.
The "if it ain't broke don't fix it" applied to your concern about the PSU. But really, if you think about it, applies to about everything. I've owned many PCs (and hand built 5) and have never run into major problems. Small problems were corrected by my limited knowledge or on the net in forums like this.
Example: Splinter Cell: Pandora Tomorrow came with my Leadtek. You know, it wouldn't run any length of time without spitting me out to the desktop with an error message. By searching the net I found what the problem was and which driver release OR Windows XP adjustments I needed to have for this problem to resolve.
As far as the "opened" box, be very careful!!! Many people (aka a**holes) will buy a video card and overclock or try to modify it. If it doesn't pass their muster, or they fry it, they'll RMA it back from where they bought it for a refund or exchange. No way to know for sure what yours is like, but make certain within the next couple of weeks you load EVERY game and run it. Put 3dMark05 into a continuous loop for hours; if anything serious is wrong it WILL show up, hopefully before your 30 days is over.
Good luck dcdub. If you have any questions please post. Remember, the only stupid question is the one you ask!
Dennis