I'm not expecting great compatibility from Windows 7 when it first comes out but it should not be any worse than Vista. Main problem is that 64-bit on Windows 7 will be much more common than it is on Vista, and 64-bit makes some things worse compatibility-wise.
The Phenom is quite a bit faster than the Athlon, here's a good article:
http://www.tomshardware.com/reviews/...ared,1759.html
Number of cores doesn't matter much for games, more than 2 cores aren't used by most games and DirectX prior to 11 makes it hard to do it even if you want to. But other kinds of apps (like video, photoshop, modeling, etc) can use more cores. AMD CPUs are competitive only at the low end anyway. Best CPU for the money by a wide margin right now is the Intel Core i5 series.
You cannot put an X16 PCI-e card (such as a graphics card) in an X1 PCI-e slot. Look at the slots you will see why
X1 PCI-e slots are for network and sound cards typically. There are also X4 slots out there. On some motherboards there are slots that are X16 if you use one video card, and X8 if you use two. This will work OK but it's a little slower than those that are just X16 all of the time. It's not a big factor though really.
You don't need an SLI motherboard for Crossfire, current Crossfire requires only modern video cards and a motherboard with the right number of slots. SLI compatibility is an nVidia licensing thing that adds a couple bucks to the cost of the motherboard but doesn't actually mean anything hardware wise. Sometimes you can flash a non-SLI motherboard BIOS with the SLI BIOS version and get it to work, i.e. Gigabyte LGA1366 motherboards are like this, of course that's something where you need to do your own research before trying. But if you want to use ATI cards it's all moot anyway.
ATI hybrid crossfire is better than nothing but the 4850 is faster than the 3200+4550 put together anyway so that should answer that question. Main use of the hybrid crossfire capability is for people who have a motherboard with integrated graphics already and decide to put an add-in card in it. You shouldn't build a system specifically to take advantage of hybrid crossfire, it's no performance setup - I think the main reason it exists is to encourage people who own motherboards with ATI integrated graphics to buy ATI video cards.
I'm not a huge fan of crossfire/SLI in general. Main benefit is if you want to run really high resolutions with AA turned on. I have only a single 4870 and I can run most games in full detail at 1600x1200 without trouble, on new games I have to choose between high resolution and AA though.