Andy, yes it’s fairly easy to change video cards in your MacPro, if you can swap out a RAM chip, you can swap a video card. The biggest problem is the lack of choices for those cards. Because the Mac market is so small (compared to Windows), the vendors don’t port all their cards over to OSX, just a select few. The next big problem is that the drivers for those cards are not always optimized or debugged well (usually just an issue with ATI cards).
One good thing about the MacPro cards however, is that they are good, higher end cards. Apple’s finally been able to get some decent cards for their towers, after a long dry spell. All of the video cards for the MacPro have dual video-out ports too, so you can run two monitors on one card - adding to the sweetness. Barefeets has some good reviews on all of the current cards.
Luckily, with all of the newer Intel Macs you have the ability to run Windows natively using Apple’s BootCamp software - or through the Parallels virtualization software. Any modern Windows video card will run in your MacPro when booted into Windows - it just won’t be recognized in OSX. The plan for my MacPro is to throw another Hard Drive in it, partition it for XP and maybe Ubuntu, and do some tests with those OS’s as well.