I purchased a p35-DS4 in june and had trouble with random errors at boot but an otherwise fully stable system. After much troubleshooting and a few reinstalls it turned out that the main 6-port SATA controller (ICH9R) was wither defective or didn't like my Samsung Spinpoint drive. Once I put the drive on the Gigabyte SATA controller the system was completely fine. By then I had already ordered an Asus P5N32-E SLI Plus which I'm running now, but this board isn't quite as forgiving on FSB and memory timings as the P35-DS4.
Installation of XP was no problem with the P35-DS4. Just make sure the SATA controllers are set to IDE mode in BIOS if you don't plan on using RAID before installing. You won't need any driver disks, at least not if you use a WinXP SP2 installation CD.