Will either a NVIDIA GTX660 or GeForce GTX 760 plug n play with Mac Pro 2009? I've researched but am still unclear whether NVIDIA GTX660 or Zotac GeForce GTX 760 will just slot into my Mac Pro 2009 without buggering about with power supplies etc.
The GTX 760 has two connectors to provide it power.  You will need two adapter cables to go from the Macs 6 pin to the video card 6 pin, as they are different sizes.  Here is a link to one on Amazon.



The 660GTX only has a single power connector, so you will just need one if you went that route.  

Here is a video showing the installation of a GTX 660.

You may want to also consider leaving in the original video card so that you will have the ability to see the screen during boot, or when booting holding Option to select the boot disc.  I installed my original card in the top slot, and have it connected to my monitor via VGA and my upgraded card connected via DVI.  That way I can fairly easily switch between them.  It is not required to do this, but may help you down the road.