Just want to share my exp. about performance issues with the combo P5E3 premium + 9800GX2.
I remounted my rig and decided to move the 9800 GX2 from the blue slot 2 to the blue slot 1 (closest to the CPU) so that it can better benefit from the airflow in my case.
And surprise the performance issues seem to have vanished, I gained roughly 1.5k points in 3dmark06, especially in HDR tests that now go 15-20 fps faster.

green = slot1, red=slot2
Moreover the slot2 test was with slightly higher CPU clock !
Anyway I am not sure it would work for everyone, but slot2 seems to have bandwith issues with my board.
Of course the 2 blue slots are supposed to be x16.