You are in OK shape. My thoughts are below...
MB - The ASUS H170 Pro Gaming isn't going to give you any additional features over the Gigabyte GA-H170-D3H for less money. Both are good boards.
MEM - Just make sure they are DDR4-2133 @ 1.2v at a latency of CL15 or lower. No need to pay more for "slower" memory modules. Look toward G.Skill, Kingston, Corsair or Mushkin.
GPU - Lots of debate on whether the GTX 960 2GB is a good purchase. 4GB is getting a much better reception and at the 4GB's higher price point, some users are turning to the R9 380 for very similar performance for less cost. Just something to think about....
CASE - The CM 500 is OK, but overpriced. Check out pricing on the Fractal R4. One generation back, but you aren't overclocking or running SLI / CF and it will serve you well.
PSU - No. Look toward XFX, Seasonic, the EVGA G2 lineup, or filter through the Tier 1 or Tier 2 list. A 550w PSU is plenty of power for what you are after...
http://www.tomshardware.com/forum/id-2547993/psu-tier-list.html
PCPartPicker part list /
Price breakdown by merchant
CPU: Intel Core i5-6500 3.2GHz Quad-Core Processor ($194.99 @ SuperBiiz)
Motherboard: Gigabyte GA-H170-D3H ATX LGA1151 Motherboard ($89.99 @ SuperBiiz)
Memory: G.Skill Ripjaws V Series 8GB (2 x 4GB) DDR4-2133 Memory ($34.88 @ OutletPC)
Storage: Western Digital Caviar Blue 1TB 3.5" 7200RPM Internal Hard Drive ($46.98 @ OutletPC)
Video Card: MSI Radeon R9 380 4GB Video Card ($190.99 @ NCIX US)
Case: Fractal Design Define R4 w/Window (Black Pearl) ATX Mid Tower Case ($79.99 @ Newegg)
Power Supply: http://pcpartpicker.com/part/seasonic-power-supply-ssr550rm ($69.99 @ SuperBiiz)
Total: $707.81