It doesn't really matter, most video cards, monitors and anything else that can be attached to a computer say that they support vista because it makes them look special.
the 8800 cards u are looking at support Dx10 and other 7 series and i dont know what ati cards only support direct x 9, the only drawback about having the 8800 on xp is that you cant get DX10 on xp. besides that you will only probably get better performance on xp because more computing power will be dedicated to the game or w/e rather than the flashy transparent start menus.