1) According to some benchmarks the 3000+ performs just like the 3200+ when playing games, so I would have bought it if I had the option. As for comparisons to the P4s I suggest you look at a few benchmark sites.
2) I bought a nVidia card because they have drivers for AMD64 now. They don't work as good as I would like tho. ATI are still to offer 64 bit. But motherboards: I have a Gigabyte K8V - works OK. For a bit more info see
3) I have no experience with small form factor PCs.
4) You don't need a seperate drive to dual boot Windows / Linux. Windows must boot from a primary partition on the first disk (hda1-4), Linux can be anywhere. To load Linux I use lilo but to boot the system I use the Smart Boot Manager (it's open source.) Neither is hard to learn.
There are advantages to having two disks: if Windows is already installed you don't have to shrink its size. And backups: by coping important Windows data to the other disk (&vv) you still have it should one disk fail.