Things I like:
*Case or Cooler Master 690 for less!!
* CPU good solid option for the $
Things that I'd change or consider changing:
* PSU 1kw is way overkill the Corsair 750w PSU will do just fine, even for SLI'ing
* RAM is a bit spendy (links don't work for me ) Stick with DDR2 800 mHz CAS4 timings (4-4-4-12) and stock voltage (1.8v).
* Not a nVidia mobo fan, so I'd rather spend my $ on a p45 based mobo.
* 9800gt is good, but I'd rather have a 4850 and X-fire it later.
With the adjustments above you would be about the same if not cheaper, so you can decide what you want to do.
If you're gaming only and want to OC higher, consider also the Duos, such as E8400 which is good bang for the buck.
For RAM, look at Mushkin (including Redline) or G.Skill for better value and good OC capability.
Your graphics solution will depend on what size monitor you will use and its resolution. For example, if 24" at 1920 x 1200, then single 4870 or GTX 260 Core 216 will probably be sufficient. If 22" at 1680 x 1050, then single 4850 or 9800 GTX+. With a single card, you can drop the PSU to 600-650W and save a bit of coin over the 750W units.
You only need an aftermarket heatsink if you intend to OC high. If not, then just use the stock cooler and save the money for a game instead. If you do go for a heatsink, then consider the direct touch Xigmatek 1283 or 1284, and the Sunbeam Core Contact Freezer 4 for efficiency and good value (and don't forget the backplate when you install it).
You're off to a good start--just consider what graphics setup you want to use as that will affect quite a few other variables here, as lunyone points out.