Make sure your PSU is beefy enough because the graphics card is a power hog. Also, if you're not going to overclock, consider going up one more step to the e6700. The CPU cooler you're looking at should do, but for about the same price you can get an Arctic Cooling Freezer Pro 7. Just don't buy it from Newegg because it's a rip off right now at $70. I got mine from a different place for $34. I think you got a great system going, though--good job.
See, you learn things here all the time. I myself struggled over getting the e6600 or e6700 with my own setup and ended up going with the e6700 because I have no experience in overclocking so getting an albeit slightly faster processor was the way to go for me. Now, should I need to overclock in the future to play all my games at the highest settings, I'll probably try and figure that out rather than buying an entirely new rig.
My build right now:
e6700, evga 680i mb, evga 8800gtx, 2 gig corsair ddr2 800, wd 150 gig, 10,000 r.p.m., thermaltake toughpower 700w psu, thermaltake armor case, benq dvd/cd/and all the other stuff
I would say you can get a much nicer PSU for that money, or a much cheaper one that is just as good. The first would save you some cash, the latter two are more powerful and in about the same price/quality range.