Hot damn, is it really that resource intensive that you can devote an entire card to its various maths?
It can be. In most cases it doesn't really affect your performance that much if you just run it on your main GPU. I wouldn't worry about it as for now it is mostly a gimmick.
Knowing that I would have to buy an adapter. Both of my (larger) monitors are being run through DVI although they have HDMI ports available. I've had them for a year or so now so they don't have female sockets for the DP in them.
If you're playing a game that requires heavy physx simulation. Crysis would be a good example.
Yes, if you are using purely DVI monitors an active display port adapter is required (they usually cost about $100) or you can use a cheaper DP to VGA adapter ($20?). There have been plenty of reports of issues when using various adapters so just beware if you go that route.
To my knowledge Crysis/Cryengine does not use Nvidia Physx.
He means a secondary card that is not identical.
Reactor, if I've got a main card that's ATi, and an older nVidia card lying around, could I use it for physx?
The Physx GPU (if you decide to use a dedicated one) does not have to be identical to your primary GPU(s).
Originally the drivers allowed you to use an ATI card as your main display adapter and an Nvidia GPU for Physx, but Nvidia didn't like this so most newer drivers will detect the ATI card and prevent you from using Physx. I don't recommend it, but if you really want it, you can probably find the last driver set that supported it. Not the greatest idea as it will lack all of the major performance/bug fixes that Nvidia has released over the past year or so.