Your build looks pretty good. I think that you may need a bigger PSU because 500w is a bit small for the parts you listed (not entirely sure though).
On the windows subject, it's a preference thing. I have had the opportunity to use both versions of windows and honestly if you take a bit of time to learn the interface of windows 8 it isn't that bad. It is also more optimized than windows 7 (ex: has faster boot times), and the search functionality is quite good. If you prefer simplicity, then go with windows 7 though.
For Skyrim, your rig can definitely run Skyrim, and very well at that. I have a rig with relatively lower specs than this one, and I can run Skyrim on Ultra at 60 fps, with a lot of mods installed.