I've no personal experience with Sandy Bridge Xeons.
Most of the motherboards that support the Xeons are server boards, which require ECC memory. That raises the price.
However, at
www.newegg.com, I see one board that can use both desktop and Xeon CPUs, and ECC or non-ECC DDR3:
Newegg.com - ASUS P8B WS LGA 1155 Intel C206 ATX Intel Xeon E3 Server/Workstation Motherboard
Newegg doesn't list any other C206 motherboards.
It's interesting how much broader a range of I7 equivalents (quad core with hyperthreading) exists in the Xeon line.