Just wanted to inform I got the Gigabyte 8600 GT for my Shuttle only two days ago and so far I am very pleased with it.

PROS:
It handles Oblivion on 'Ultra High' @ 1280x1024 very well, RoboBlitz (Unreal 3 Engine) also runs excellent at this resolution. It fits in the Shuttle with no difficulty and temperatures are pretty good, seems to swing from about 55C up to 70C after prolonged gaming. Taking the case cover off only reduces temps by 1 or 2C for the most part. Never have to worry about the bearings in a fan wearing out and the card subsequently dying.
CONS:
I also tested this card in Vista but was disappointed by the approx 20% loss of fps in CS:S and the blurring of colors that reminded me of watercolor paintings. The PureVideo HD included with the latest Vista drivers requires the installation of a 3rd party decoder, such as PowerDVD to function, however I could not get hardware acceleration for mkv's containing x264 video.
THOUGHTS:
nVidia is supposed to release a new driver for XP, which adds PureVideo HD support. Vista drivers should continue to improve.