Next time write the names of the parts, don't force people to click 5 links to see what you're talking about. It's also more productive to ask first and buy later.
GA-EP45-UD3R - good choice, but no future proofing (no SLI, no Crossfire)
Cooler Master PSU - I wouldn't buy it, but since you already have it youc an use it. Yes it's powerful enough. It has 30A combined on 12V and the minimum recommended is 26.
Yes, all compatible. The 9800GT will fit in the NZXT Apollo, the E8400 retail comes with a cooler, etc.