You might get by with a cheaper P35 mobo if you can find one..the P35 chipset handles 45nm chips pretty good and has the headroom for decent clocking. I have never maxed out mine, but it is real stable, and no hiccups so far and it is now a year old.
Whatever you go with, make sure you have a power supply that is over what you need for stability and future upgrade-ability.
I won't be presumptive and say my board is the best, but you might want to look into it and others like it.
If you haven't already bought the e8400, you may want to look at the E5200...they are both Wolfdale cores...the E5200 has a smaller cache, and a way smaller price... and I hear that some of these little puppies can easily do 4gigs, but you should do your own research to see for yourself. Look for reviews for the mobo you are interested in and the cpu...Just remember when looking at reviews some of those people reviewing parts are morons so you will need to do like the Olympics and throw out the best and worst views and look to the average review and draw your own conclusions.
The P5Q-E seems to be a good board if you can afford it though.
Hope this helps you make a choice.