I will answer your questions in multiple parts.
1. According to MSI's website: DDR3 800/1066/1333/1600*/1800*/2133*(OC). The ones with the *'s are overclocked versions and you may need to specify the speeds in the BIOS to run at those levels. However, the price difference between the DDR3-1600 and the DDR3-1333 is a few dollars. With the 1600 RAM, you can overclock to those speeds but usually they will run at 1333 without any modifications.
2. No AMD chipset supports triple-channel memory, also, only the higher end Intel motherboards (X58) support that feature. This isn't much of a drawback, yet, as dual channel will work just as well. On almost every platform, Intel or AMD, the difference in performance, for now, between triple and dual channel is minimal as there is plenty of bandwidth available already. In gaming, you may lose a single frame per second by using a dual channel setup instead of a triple.
3. Yes, the CPU comes with a heatsink that has thermal compound already pre-applied. Of course, if you're planning to overclock, most people with a Black Edition CPU do, you may want an aftermarket cooler that moves more air. The
Thermaltake CL-P0456 140mm CPU Cooler is a great cooler, but is very expensive. Alternatively, you can use the
XIGMATEK HDT-S1283 120mm Rifle CPU Cooler which is less expensive but has a smaller fan. The larger the fan, the more air it can move at lower RPM's. Given the size of the fans, you may want to install them on the motherboard before mounting the motherboard inside the case.
4. Hyperthreading is an Intel only technology that allows for simultaneous processing of multiple threads. Ultimately, there isn't much difference, in terms of actual performance, between an i7 920 and a Phenom II 965. Enthusiasts of both AMD and Intel love to argue over such things. Gaming benchmarks, running at 1920x1200 resolution seem to indicate that they are
usually within about 5 FPS of each other. Of course, those benchmarks can vary due to a number of factors such as differences between components, drivers, and application optimizations. They both handle performance tasks very well. Keep in mind that both the i7 and the Phenom II X4 are quad core CPU's and not all games and applications can take advantage of all four cores. Differences between the i7 950 and the Phenom II 965 are far more substantial, but so is the price. The 140W Phenom II 965 is of an older, less energy efficient, design. To save money I chose it, however, there is a 125W version of it
here. It's the exact same processor, only it uses less power and costs more.
5. OEM drives are drives that come as a single unit without any manuals or other components. When you open the box it comes in, all you have is a drive. The data cables for the drives come with the motherboard, the power cables come with the power supply, and the screws often come with the case. There are some cases that have a screwless design. Installing a drive is ridiculously easy so I can understand Newegg offering a drive and nothing else.