I'd say option 3 is you best bet. After having a few SB setups, I've found you just can't beat the price to performance of Sandy Bridge, not to mention the solid power consumption and thermal characteristics. I say this after playing extensively with the 1366, 1156 and to a limited extent, AM3. As far as a card is concerened, I love my 560 ti. It handles everything well, and stays quite cool. I'd certainly chose it before the 460, unless there is a huge price difference, as the 560 ti is faster and stays cooler.
"I have found the Iron to be my greatest friend. It never freaks out on me, never runs. Friends may come and go. But two hundred pounds is always two hundred pounds."
Save lives by joining the TPU WCG team!