With an 866 P3, which runs on a 133 MHz FSB, you'll need PC133 (preferably CAS 2) SDRAM, not PC100 - try Mushkin.com for RAM. You should probably look for a mobo that is based on either the VIA Apollo Pro 133A chipset or the new Intel 815E (Solano 2) chipset. Avoid those using the Intel 820 chipset. Only get a mobo based on the Intel 440BX chipset, like the Abit BE6-II mentioned above, if you are a serious overclocker - and there are more stable boards available for that, like the MSI/Microstar BX Master. The BX chipset is meant for P3's that are designed for a 100 MHz system bus, not 133 like the 866, so if you get a BX board then you should get an 800 or 850 (and not an 800EB).
You should get the P3 in the newer FC-PGA form factor which fits into a Socket 370 type mobo. If you get a mobo with a Slot 1 connecter instead of Socket 370 then you'll have to get a 'slocket' adapter for the FC-PGA CPU, but that's OK. Here are some good mobos:
ASUS CUV4x Socket 370 VIA Apollo 133A ;
Giga-byte 6VX7-4X Socket 370 VIA Apollo 133A ;
MSI/Microstar BX Master Slot 1 Intel 440BX ;
ASUS CUSL2 Socket 370 Intel 815E .
The above will make a very nice system indeed.