Thats the way to go if you are not going to leave the pc on for a long time each day or 24/7. If you do leave it on for a long time consistently, its probably worth using the SMP client, which you get via a separate download. The deadlines are much shorter (a few days compared to weeks), but they get you more points. This is a separate download and is a little more complicated to set up, but there was (and probably still is) quite a good guide on the stanford site about setting it up (although i think you may still have to look under the beta clients section to get the windows version). Quite a lot of people use this client, so there is plenty of help available, but it is a little more picky and prone to errors than the 'regular' console client - it may not be just a case of set and forget. I think a lot of the bugs have been ironed out, but its worth taking this into consideration.
There is a graphics card client for both nvidia and ati gpus, but will only work on 8 series+ nvidia cards (like the GTX260 you have) or for the HD2600 or greater for ATI (i think). The turnaround of a work unit is very quick on GPUs and gives a lot of points (an 8800GS is good for between ~3000 and 5000 points per day compared to a few thousand or less for cpu clients).
