In answer to your questions, the P35 does have many refinements over the P5B, notably with regard to q6600 overclocking and DDR2 throughput. These can result in up to a 5% gain in performance over the P965 in many circumstances. The SB has also been refined, with increases in SATA and RAID performance over the SB on the 965 series. It will also support Penryn, which should launch by early next year at the very latest, most indications are that it will launch in Q4. The overclocking on the Q6600 isn't nearly as limited when used in conjunction with this particular chipset, just make sure you invest in adequate cooling ($50 for Ultra-120 or similar).
The P5B WILL NOT support Penryn, there is a new voltage requirement, go figure.
The P35 isn't a huge improvement, but it does have some nice new features. DDR3 support isn't very valuable, DDR2 that outperforms current DDR3 parts cost less than half DDR3 prices. I would personally lay down the few extra bucks for the P5K Deluxe over the P5B. Either way you'll have a decent enough computer.