Overall, it looks pretty decent, and it shouldn't have any issues running all of those games well. 60fps in everything is probably ambitious, but BF4 benchmarks would suggest maybe 50fps average with no AA and more or less everything else maxxed, in other words, perfectly playable.
If you want to overclock, the a Z77 Pro4m and a Hyper TX3 is probably not the motherboard+cooler combo for you. Ideally, you want to spend more on both, and stepping up to a Hyper 212 Evo cooler is relatively inexpensive. If you don't want to overclock, then you can drop the k-series processor and Z series motherboard all together if you want (and go to a B75 or H77 board).
A cheap fan is probably not worth the hassle. Your case comes with two built in, I'd see how you get on. If you want more later, you can add them then.
At a glance, I reckon there is a few € to be saved on the memory and PSU if you need to find a little extra money in the budget.
Whether the FX8350 is better than the 3570K is tricky to judge. I'd say you can't really go wrong with either. Games are utilising multithreading more, but are we going to see the demise of a normal quad core within the lifetime of these CPUs? I doubt it, there are too many out there and they are too popular for game devs to raise the bar dramatically. More cores is definitely the future, but for now a lot of games barely use two cores, let alone four. Either is a valid choice as long as you are aware of their inherent strengths and weaknesses.