The real-life performance difference between 1066MHz RAM and 800HMz is nil. It's not really worth the extra money, plus the 800MHz stuff has 4-4-4-12 timings whereas the 1066MHz modules have 5-5-5-15 timings which aren't as good. Also the 800MHz Corsair XMS2 memory can reach 1100MHz when overclocked.
BTW, ATI has just released a new card which replaces the 2600XT, it's called the HD 3650 and it has a bit of a performance advantage over the 2600 I think. Also Newegg should have the E8400 back in stock very soon so just wait a week for that.