Make sure your case has good ventilation, I can't stress that enough. Also, Saitek? Nice and an expensive, lucky boy.
What are the clock speeds on the 8800 you chose? It may be a better investment to consider a newer Nvidia or ATi option, but that's assuming it hasn't already shipped.
What others said about cooling. 8800gt is a single slot solution and as such blows (and draws) the air inside the case. And those things can get hot. So better have at least 1 case fan blowing cool air in and one (preferably in the back of the case) blowing hot air out. And make put some effort to find good fans (I recommend Noctua or Nexus brands). They are not necessarily that much costlier than the bottom dollar ones, but at least you'll be very satisfied what they will do for that extra money. Believe me. I've had mediocre fans and those "elite" fans and you really don't want to make your computer any noisier than it already is.