To be honest, im not entirely sure what sata-hotplugging is (i guess its probably 'as its name suggests' though...). If you
do not enable AHCI in the bios, upon trying to boot from the disk, Ubuntu gives the error "PCI BIOS BUG FOUND [then some long string of numbers]", before going into a command line based busybox shell. Im not sure if it is possible to continue the installation from here, but im not exactly a linux expert, so was a little out of my depth. If you enable AHCI in the bios, then ubuntu still reports that there is a PCI bios bug, but the install will continue anyway (im not sure as to why this is, but it works...). Every time on bootup it gives me this error, but works fine (typing from linux now). Its a bizare problem, which as i said had not been fixed with any BIOS up to 803 (although i have yet to try a newer one). I have done nothing else in linux to configure the two hard disks in my system. I simply followed the on screen instructions, made partitions etc and everything is fine (i think/hope...

).
As for installing windows, i believe that it is best to install xp first, create the xp partition, and then install linux afterwards. This has worked fine for me, albeit only on two occasions (as i said, not a linux expert!). In my experience, from a clean install GRUB has always configured itself correctly and detected windows fine (this is true even on my current install where linux was put onto a different disk entirely to windows - it magically configured itself across both disks, which was fine by me!).
Not sure if you are putting linux on as part of a brand new build, but if you are then i advise that you stay away from the asus xonar DX sound card - it is not (yet) compatible with ubuntu, although seems to work fine with some linux distros (cannot remember which ones).
EDIT: As far as your other two questions are concerned, im not 100% sure that XP natively supports AHCI, hence you may need some additional drivers (these are included in vista, hence i had no issues), but this may have been fixed with service pack 2 - probably better to let billy answer this fully, or post in the windows forum (someone is bound to know). From my experince, ubuntu seems fine working in AHCI mode (with this mobo you dont seem to have a choice...), and i certainly didnt install any drivers for AHCI in linux.
I dont think you will be disappointed with the motherboard - as i mentioned, it clocks very well, bios is easy to use, and since i sorted out the AHCI issue, it has been pretty rock solid.