Nice list. Do you actually need two DVD burners? It's very easy to use the faster HDD to act as a "virtual optical drive". Also I'd recommend SATA DVD burners - not IDE/PATA.
The only other thing you'll need is some heat-proof gloves.
nice build, the motherboard will come with sata cables ide cables maybe a few extra heat sinks will come with there own mounting bracket which you need to fit first sometimes dvd,s and hdd dont come with cables, should be enough in the motherboard box, psu come with all cables /screws you need and higher end ones might come with specific adapters which you probably wont need
make all your drives sata if possible.
nothing wrong with corsiar ram (XMS2)