To spare you the agony of a very long winded article linked above:
1) All the new high-performance videocards require good wattage and higher amps on the 12v rail. For 8800/X1900 series, I'd recommend a PSU with about 28-32A on the 12v rail(s).
2) Of course pushing a higher clocked GPU to higher speeds will generate heat. The on-card coolers work well (including the Sapphire stock coolers), but air cooling is only as efficient as the air temperature being drawn. If your case has no case fans to expell/exhaust heat, the ambient temperature in your case will rise, which in turn forces the 3d card's cooler to draw hotter air- thus poor cooling.
Make sure your case has actual case fans. No high-performance videocard nor cooler can do well if intake air is hot. Providing proper case cooling (with intake and exhaust fans) is pretty much a requirement for any high-end videocard.
