Just run on retail until you think it's slow. But I'd try it at 3.0, and as strangerguy said you might be able to downvolt it. Yes it's true! Heat would be a non-issue then. Your chip should be good since it's been through a process change or two and is at end of life. I don't think they make a q6600 that won't do 3.0ghz now on the retail

But I may be overly optimistic.
Also a HUGE warning here: Don't let those parts get 30days old, unless you can test them somehow. If you get past 30days from where you bought them and build this thing it creates a problem. Newegg etc won't take it back then if you say, get a bad PSU. You be shipping it to the manufacturer then and getting a refurb when you haven't even used the part for more then an hour to find out it was bad and needed an RMA. The cpu is not such a problem as Intel will ship back a brand new box. If you get a bad cpu there is no refurb coming in that case they trash it and send a new one (not repairable). Case can't fail.

But you're worried about the psu/dvd's. You can probably test both in your old system, unless the PC is some Dell/HP job and not homebuilt. PSU might not be compatible then. But it's worth a look if you know you're not buying for another month.
If your budget is only $30-40 off buying now shrink the hard drive to 250/300GB. You can add space any time you want for $60-100 later (like when you run out of space! that could be 6 months-1yr later). It won't affect you now. IT's not a performance issue, just a space one. Most games are 1GB-5GB so even 20 games won't be more than 80GB or so. Unless you're a pirate, it will be pretty tough to get to 20games in the next 6 months...LOL A smaller drive can get you where you want to go maybe. Also, the heatsink should come with it's own thermal paste

Check though. Both I mentioned do. Then again Arctic silver can be had on your newegg order for $5.
If you're not too close to budget, I'd still think about the drive shrink and either go 4GB or put the money saved on the drive into an 8800GT. The XFX one even comes with company of heroes! A good game for $189. Both of these are performance trades for drive size. If we're talking Vista here 4GB is a no brainer. XP would still have a better time dealing with this. Yeah you can always ad 2GB/4GB later but 2 modules are always better than 4 (less to fail, less to stop overclocking, more reliable in cheap boards that maybe can't handle 4 dimms too well etc). Personally I like the MSI 8800GT OC, it will smoke your 9600GT and is $189 also. NO game, but it's really quiet and is already overclocked to boot, by 10%. Making it's lead over a 9600GT around 15-20% across the board. I own one, and buying one for my dad today because he likes NO NOISE (checkout the heatpipes on that heatsink - They were originally going to call it ZILENT because of the zalman heatsink).
Just some thoughts...LOL. Sorry, you probably thought you had it all set in stone and here I go throwning more choices at you...ROFL.
Good luck.
p.s. It should be ILLEGAL (to not try, heh) to run a Q6600 less the 3ghz...

J/K. I couldn't resist.