I've had an A8N-SLI deluxe for a couple of years now and also recently upgraded to a dual-core Opteron 185. I'm running 2x1GB sticks of non-ECC RAM and it's fine, in fact I couldn't be happier with it. Up until recently I was running it with a single-core Athlon 64/4000 that was very good, but I wanted to try a dual-core processor, I suppose I'd been a little bit taken in by the hype. I tried a 64x2 4200 Athlon first and to be honest I wasn't too impressed, and then I read about the Opteron and decided that was the one to get. It runs a bit hotter than the 4000 and I did have an issue with heat at first that turned out to be partly my computer case I'd fitted a BFG 8800 GTS OC that is rather large and had altered the air flow characteristics of the case - It had divided the inside into 2 halves and the air just wan't circulating properly any more. The Opteron was running at 48C idle and got into the 60s under load so effectively it wasn't safely useable. I've now replaced that case with a Thermaltake Armor, (the one with the 250mm fan in the side) and it's made a HUGE difference. I also fitted a Thermalrite HR-05 SLI chipset cooler with a 70mm fan attached to it. I'm now overclocking the Opteron by 10% so I'm getting 2860MHz and it runs at 36C idle and 48C under 100% load. The Northbridge temperature is also a good bit cooler than it used to be and I guess the graphics card isn't being hurt by the extra cool air its getting from that fan either.
The Stock cooler that comes with the Opteron does very well in tests see http://www.frostytech.com/
it is only bested by 3 or 4 other coolers that all have 120mm fans. In tests on this site the stock cooler beats the Zalman 9500 easily and the Zalman 9700 only barely betters it by 0.5C too, so don't waste your money on a new CPU cooler, you don't need it unless you want to get into some heavy overclocking. The only annoying thing is I can't get my CPU fan to go any faster than 3200 RPM - it should go up to 4500.
If you haven't already updated your BIOS to Version 1016 you'll need to do that to use a dual-core processor, but it's worth doing anyhow as it will make your system a lot more stable. I had been on version 1004 before updating it and I couldn't overclock my 4000 at all, even a 3% overclock would crash almost instantly after booting up. As soon as I updated it I could run it overclocked by 15% (I didn't want to go higher) and with the stock cooler too. In my own recent test, the stock cooler beat an Arctic Cooling freezer Pro 64 by 2-3C. I found the freezer Pro very awkward to fit and it didn't completely cover the chip. One last thing is you may also need to set the core voltage on your mobo to 1.35v as that is the voltage required by the Opteron. Enjoy, I certainly am.
Asus A8N-SLI Deluxe
AMD Opteron 185
2GB Crucial Ballistix DDR 500 2.5 3 3 6
BFG 320MB 8800 GTS OC
150GB WD Raptor
250GB WDC SE16 SATA II
Thermalrite Northbridge Cooler
Thermaltake Armor V8003BWS