Depends on what range of games withing a period you want to play on it.
Note that if you want a Windows 9x PC, go with Windows 98. 95 is fine but somewhat lacky and doesn't excel at driver support with newer hardware that claim to be compatible.ME is pretty much Windows 98 Plus! on a single CD with bonus crashes. You'll also need a MoBo with IDE ports or a PCI IDE controller because the 9x's are incapable of being set up from SATA optical drives. Remember, none of the 9x OSes support SMP, so if you go with the Core 2 Quad not only is most of its power wasted, it's also going to have to be paired with a GPU that's supported under your 9x OS, and yes, SSD's will work.
Win2K and XP DO support multiple cores and threads, however the former may still be unable to install from a SATA drive, according to my experience. XP is definitely your go-to option here because it's fully compatible with your LGA775 motherboard and supports a wide range of graphics cards.
If you really want to build a Windows 98 gaming PC, look no further than the Pentium 4 or Athlon series. In my experience, Slot 1 systems with the 440BX chipset are the best for this era.
My Windows 98 PC: Slot 1 Pentium III 600 (Katmai) | 256MB PC133 SDRAM | 64MB Leadtek WinFast GeForce2 Pro | Creative SB16 CT2230 | Intel PRO/100+ with Alert on LAN* | 18.64GB Seagate ST320011A | Corsair CX430 | ASUS P2B Rev. 1.04