nVidia has pretty good reference designs, so the only differences between brands are the amount of memory, the clock settings, and the cooling solution. These scale exactly as you would expect though (e.g. higher clocked cards cost slightly more, perform slightly faster, and run hotter). There are no cases where one brand's slower card will out-perform another brand's faster card, so you really get what you pay for in that respect.

Personally, I have a XFX card, and I was also considering EVGA, but I doubt you can go wrong here. As kcarlile said, make sure you're getting a GT rather than a GTS if you can find it. The GT is the more powerful card and it's cheaper (Anandtech said that nVidia was "cannibalizing their own line" by releasing the GT like this).

Sounds like newegg screwed up, but I've never bought Windows from them, so I don't know.