I thought Rob (Barefeats) went into what works, how to use the 4870 and 280.
A lot of cards won't allow you to boot if present in OS X at all and need to be removed. Some have other side effects like fans running on high.
Yes, there are two aux power connectors.
Most any PC card works natively in Windows.
And the 2008 Mac Pro is fortunate in having two 16x slots which is a luxury we lack.
If a card doesn't have video out during early boot before any OS loads and is controlled by EFI at that point in the process, you can't use the OPTION key for instance to choose which system drive to boot from, for instance.
LEGEND of GRAPHS
G9800 GX2 = nVIDIA GeForce 9800 GX2 (1000MB GDDR3 - Windows Only)
R3870 X2 = ATI/AMD Radeon HD 3870 X2 (1000MB GDDR3 - Windows Only)
G8800 GTX = nVIDIA Geforce 8800 GTX (768MB of GDDR3 - Windows Only)
I didn't include this but figured you see the link to article from top of Barefeats:
Radeon HD 4870 Or GeForce GTX 280
http://www.barefeats.com/harper19.html
ONE MORE THING We were successful in getting CrossFire to work on the Mac Pro under Vista 64 using dual Radeon HD 3870s
Take a look at forums.macrumors.com which has Mac Pro and Windows on Mac sections.
http://forums.macrumors.com/forumdisplay.php?f=1
http://forums.macrumors.com/forumdisplay.php?f=86