If you're not overclocking (or even if you are), that MB is a little overkill/overpriced. Plus with Intel's screwup over H87 overclocking you don't really need a Z board.
Get low-profile RAM, especially in a SFF build.
Make sure the PSU is short enough to fit in the case (some SFF cases have a length limit, can't remember about the Prodigy). Also, platinum is usually a waste of money; anything 500W+ from the list in my sig is fine.
Ignore WD Black drives, especially if not a boot drive. They're overpriced for a small performance increase.
If you're not OCing, the stock cooler is usually tolerable. Try that first before deciding you need something more.