The A8N SLI's are the hot-new-product at the moment. The reason that they are so popular is that they were one of the first SLI motherboards to come out by a big-name manufacturer known for their reliability and feature set. As of right now, MSI also has an SLI motherboard out (K8N Diamond and/or K8N Neo4 Platinum/SLI), and DFI is poised to release one "Real Soon"(tm).
There is very little difference between an nForce4-SLI motherboard and an nForce4-Ultra motherboard, the big one being one has SLI and the other doesn't ... well, not really, anyway (see
here for more information). Most motherboard manufacturers might alter their feature set between the two styles, as SLI is a higher-end product (eg, different firewire ports available, etc), but that's not a difference in the chipset.
Advantages in moving from the nForce3 chipset to the nForce4 chipset are minimal but distinct. First, nForce4 provides support for SATA-II (300MB/s, NCQ, hot-swap, etc), includes a hardware firewall, and of course the ability to do SLI. Performance-wise, they are very similar when outfitted with the same components.
If you're looking at purchasing a new computer right now, I'd wait just a bit and see what DFI brings to the arena. It also wouldn't hurt to wait for an nForce4 roundup somewhere (*cough* AnandTech *cough*) and compare products then. There's no doubt that the A8N-SLI is a great motherboard, but there's no harm in waiting another week or two.
HTH