In doing some research, here is what I can tell you...
NVFirewall - Not recommended. Many have reported a variety of problems. Most people probably have a router/firewall external to their PC anyway so I can't imagine a lot of people would even need this. If you don't use the Windows firewall instead.
RAID Drivers - Absolutely use the NVRaid vs. Silicon Image if you run RAID. The NVRaid is on the chipset vs. PCI for the SI controller. In BIOS, you need to do a three step process to setup a RAID array... (1) On first boot, go into BIOS and enable RAID on the connectors you plan to use then (2) Reboot and go into the nVRaid BIOS which comes up after POST and setup your RAID array then (3) Reboot again and go back into the BIOS setup and setup your boot devices so the NVStripe is in the right sequence. Now you are ready to install Windows... I think the best solution for building a new system is to slip-stream drivers into the WinXP install. I suggest using nLite to do that and using this advice...
http://www.msfn.org/board/index.php?showtopic=51140. Besides the RAID drivers you can slipstream all the NV drivers at the same time and make the whole process elegant and painless.
Q-FAN - Recommended. There are no problems with this that I'm aware of. It controls the CPU fan voltage according to temperature. Although it's not entirely clear in the bios help or manual, the temp setting in BIOS is the temperature at which full 12V is applied to the fan. Anything less than this and the voltage will be proportionally less.
Cool and Quiet - I have not heard of anyone using this as it doesn't work for overclocked systems and I only hang out in forums where people are overclocking.
RAM - Make sure you go in and manually set your RAM timings to what your RAM is specified for. The Auto setting will read from the RAM's SPD which are relaxed timings to ensure the RAM will boot on the widest range of systems possible. The four basic timings for your ram are obvious to set but you should look into what the other timings mean and set them appropriately. If you have OCZ ram, check out the forums at
Bleedinedge for comprehensive info and support. (I'm sure there are equally good sites for other RAM manufacturers).
Heatsinks - Go easy on the thermalpaste when putting on your heatsink if non-stock. I made the mistake of putting too much on the first time and it not only made a real mess but it didn't work very well and it actually stuck my CPU to my heatsink so well that I nearly damaged it trying to seperate the two later. Follow the advice at Arctic Silver and actually use that product if you can right off the bat. One other comment on this... If you are looking at an aftermarket heatsink, check out the Thermalright XP-120 or Thermaltake Big Typhoon... They both not only cool the CPU very well but also the Mosfets, chipset and RAM the way that ASUS designed the board. Also, I found that a single exhaust fan running at 1400RPM made a big difference in case temps. Get one if your case doesn't already have one!