There is no such thing as P48. Try looking for P45.
The Freezer 7 Pro is decent, in fact excellent for non-overclockers. However, if you're serious about overclocking you need something better. Try HDT-S1283 or OCZ Vendetta 2 for example.
Try to get an Antec 900 or CoolerMaster CM690 (or RC-690, same thing) instead of the Antec 300. Roomy, better cooling...
If you can upgrade to WD 640 GB it's worth it - better speed and better price/GB (at least at the prices in the USA)
I don't get this: E8400 runs at 3GHz already. If you want 3 GHz, then it means you will not overclock. Get DDR2-800 instead of the DDR2-1066 and don't get any aftermarket cooler. Did you mean 4GHz? In that case you do need the better cooler, and the DDR2-1066 may be worth it.
Edit: with that GPU and PSU, and with a well cooled case, it would make a lot of sense to get an Asus P5Q Pro or GA-EP45-DS3R. That allows you to add a second video card later in Crossfire.
-WD640 is about the best value out there according to reviews.
-Normally the Antec 300 is kind of a sucker's move, compared to the 900: by the time you add the same number of fans and shipping, the '300 is roughly the same price as the superior '900. Of course this week this does not hold true as NewEgg has the '900 for about $70 more than usual. It may pay to look around or wait a week or two. The CM690 is a great choice, and was actually my first choice until Microcenter screwed me on a back order, and I ended up going '900.
-1066 is generally not necessary with a 3 GHz processor unless your FSB goes over 450 MHz. My e8400 is currently at 3.85, and my similar OCZ DDR2800 RAM is fine.
Its amazing the performance you will get for the money!!! Good luck!
Oh, and I just noticed you are listing a P35 board. Many of those boards have issues with native 1066 RAM, but allow overclocking of 800 up to 1066 speeds. Definitely do not get DDR2-1066 with that board.