You should wait till July for Nvidia to release their next gen GTX 260/280 cards, they are expected to be a lot faster than what we have today. ~$650
The rest, I'd suggest going with Q9450 + an alternative air cooler to reach 3.2-3.6Ghz. $350+ $37+$7
or E8400 + the same kind of cooling for an easy 4GHz overclock. $200+ $37+$7
http://www.newegg.com/Product/Product.aspx?Item=N82E16819115042
http://www.newegg.com/Product/Product.aspx?Item=N82E16835233003
http://www.newegg.com/Product/Product.aspx?Item=N82E16835186020
GIGABYTE GA-EX38T-DQ6 + 4GB of DDR3 1600Mhz Super Talent ram would equal great performance.
$270+$400
http://www.newegg.com/Product/Product.aspx?Item=N82E16813128329
http://www.newegg.com/Product/Product.aspx?Item=N82E16820609237
...or if you wanna save a lot of money and sacrifice a little performance, you could go with Abit IP35 Pro + 4GB of Crucial DDR2 800 ram. $180+$60
SDD's are still excessively overpriced, for an alternative I'd suggest the new VelociRaptor from WD. It has an average write/read speed of 100MB/s, you could google for reviews and see that it doesn't differ from a SDD all that much. You could use it as your primary drive and the external 500GB for storage. $300
http://www.newegg.com/Product/Product.aspx?Item=N82E16822136260
Stacker 830 + 1000W PSU combo would fit your system just great. $379
http://www.newegg.com/Product/Product.aspx?Item=N82E16811119136
Media drive: $36
http://www.newegg.com/Product/Product.aspx?Item=N82E16827135156
Keyboard: Logitech G15 gaming keyboard: $80
http://www.newegg.com/Product/Product.aspx?Item=N82E16823126034
Sound: AuzenTech Auzen X-Fi Prelude 7.1 $175 - please get this over onboard sound, especially considering that you will be using a pair of quality headphones, the difference is going to be day and night, believe me.
http://www.newegg.com/Product/Product.aspx?Item=N82E16829156005
Headphones - I'm not an expert here, you could try the audiophile forums, they'll help you out for sure.
http://www.head-fi.org/forums/
Monitor. If you can afford it, get this 24" NEC, IMO the best 24" out there today: $750
http://www.newegg.com/Product/Product.aspx?Item=N82E16824002334
That totals to roughly over $3.3k with the GTX 280, quad Q9450, X38 board, 4GB DDR3, VelociRaptor, Auzentech Prelude, Stacker 830 Case + 1000W PSU and a 24" luxurious screen.
Not sure if I forgot anything, but it looks pretty complete.
Good luck with your build.