PSU failure can definitely take down other components, but the first ones to be affected are the motherboard and graphics card. Remove your motherboard and check for burn marks, melting, or discoloration. Do the same for your graphics card (remove the shroud to inspect). It is less likely your CPU was damaged (has to get through mobo vrms) but it is possible. RAM is seldom affected but has a very low tolerance towards this sort of thing so if it did affect RAM it would totally kill it.
As far as your CPU running hot, it is summer, and FX-8 core just runs hot, especially if stock cooling is used with poor case airflow. You could run your air conditioning harder, upgrade your cooler, or upgrade your case flow, or all three if you want to really cool it down. Another way to run cooler is undervolting, but not everyone is up to that task. It's basicly similar to overclocking, but in my opinion more difficult to master.