It could be any of the above ... your best bet is to test each component individually.
For testing the RAM I suggest a bootable cd with memtest86+ on it (Ubuntu instalation disk has it, also Hiren CD has memtest on it). Let it perform at least 3 passes.
For testing the video, download ATITool and let is find artifacts for a half an hour. This tool also works on nVidia cards.
To see if the computer overheats, after a blue screen or reboot, check the BIOS and see the overall temperature and/or CPU temperature. If it's almost at the limit it might be overheating. Try reproducing the blue screen while leaving your computer case open and using a normal fan to keep a steady airflow on the components. If while you're doing this the computer is ok, you might want to buy an extra fan or two for your case.
For mobo Hiren Boot CD also has a few tests on it but I can't recommend any since I haven't used them
For the power source, try to measure and check the voltage output.
Also what Gizmo said, get W7, it's way better than Vista.
Good luck. Do let us know how this turns out.