For the cooler you might want to look at the artic cooler 7 pro.
For the PSU first calculate how much power you need then just take a pick from any of the good brands, the best brands are silverstone and thermaltake, you cant go wrong with them.
For the gfx card if you want something around $200 then go with the ati 1950pro, if you want something a bit cheaper than get the 7600GT. They are both the best in their respective price ranges.
For the case just choose anyone that you like. I personally like the antec 900 case.