I can answer this question in a couple of ways for you.
You would be fine if you really wanted to do that. Most CPU heatsinks are regulated from the BIOS on your motheboard so the fan will throttle up and down depending on CPU heat. Your GPU is also regulated similarly based on load and GPU heat. These fans are triggered at certain thresholds to spin up depending on heat.
To be honest, I would say just to leave the CPU cooler fan alone, unless you wanted to switch if from the 3pin to a 4pin molex and run it at full speed. Best case scenario, you have a case that has good fans in it, and has good airflow from front to back, bottom to top. (heat rises, remember)
So, in short, it won't really hurt anything, but might shorten the life of those fans a little. But chances are, you will have replaced that hardware before they die out. When you get your system built, do some tests and see what the differences in temps are at idle when you have your fans set on auto (default) and when you manually override the fan settings...when you have your results determine how meaningful they are to you and decide what to do.