My First Build - Budget Gaming, Need Suggestions Plz

Hi, I've gotten sick and tired of using my 3 year old laptop to game (mainly Team Fortress 2). So I've decided to build my own, though I have never done it and am a bit worried with my lack of expertise. Well I'm on frugal budget of $750 (maybe $800, if its worth it)....and that is without rebates included. So here is what I'm plannign to get so far. Let me know if I need to rework anything, combo deals I missed, and/or parts I'm missing (do I need to buy Thermal Paste?).

Case:
Antec Nine Hundred Black Steel ATX Mid Tower Computer Case ~$110
http://www.newegg.com/Product/Prod [...] 6811129021
I chose this because of the great airflow, as I plan to OC.


CPU:
Intel Core 2 Duo E7300 Wolfdale 2.66GHz 3MB L2 Cache LGA 775 Dual-Core Processor ~$120
http://www.newegg.com/Product/Prod [...] 6819115132
I chose this because it seem be a pretty good overclocker and wasn't willing to pay for the e8XXX's.

Motherboard:
GIGABYTE GA-EP45-UD3R LGA 775 Intel P45 ATX Intel Motherboard ~$120-$15MIR=$105
http://www.newegg.com/Product/Prod [...] 6813128359
Will this allow to me overclock up to at least 3.5ghz-3.7ghz?

GPU + Ram combo
SAPPHIRE 100265L Radeon HD 4830 512MB 256-bit GDDR3 PCI Express 2.0 x16 HDCP Ready CrossFire Supported Video Card
+
OCZ Reaper HPC 4GB (2 x 2GB) 240-Pin DDR2 SDRAM DDR2 1066 (PC2 8500) Dual Channel Kit Desktop Memory Model OCZ2RPR10664GK
~$162 - $30MIR = $132
http://www.newegg.com/Product/Comb [...] mbo.152532
I'm stuck on whether or not to get the 4850......Can't I just overclock the 4830 to 4850 speed?

Hard Drive:
Western Digital Caviar Black WD6401AALS 640GB 7200 RPM SATA 3.0Gb/s Hard Drive ~$80
http://www.newegg.com/Product/Prod [...] 6822136319
Seemed to be the sweet spot b/w price and performance.

Power Supply:
OCZ StealthXStream OCZ500SXS 500W ATX12V / EPS12V Active PFC Power Supply ~$60-$35MIR=$25
Hmmm, not sure if this is the right pick. My friend got this and said it's fine and it's really cheap......but maybe too cheap?

CPU Fan
Thermaltake CL-P0114 120mm CPU Cooler ~$45-$10MIR=$35
http://www.newegg.com/Product/Prod [...] 6835106061
I wanna OC!


Just Things To Keep in Mind:
1) Mainly for gaming (looking to play bioshock, l4d, tf2, fallout3)
2) Plan to overclock CPU, GPU, and Ram (if possible?)
3) Using a CRT in at most 1440x900....will prolly buy LCD soon though, but hvae no clue which one)
4) Am i missing something small like screws, thermal paste, etc?

I would appreciate any help/advice in customizing my pc

http://www.newegg.com/Product/Product.aspx?Item=N82E16835233003

http://www.newegg.com/Product/Product.aspx?Item=N82E16835233020

New cooler or...

http://www.newegg.com/Product/Product.aspx?Item=N82E16835186134

can't beat this build for the price.
http://www.tomshardware.com/review [...] ,2113.html

the only changes I would recommend for the build above is the heatsink. I have a freezer pro and it does a good job of cooling but the push pins are not fun. And the memory is good but a bit expensive. You can find a good Gskill ( http://www.newegg.com/Product/Prod [...] 6820231122 ) or Mushkin ( http://www.newegg.com/Product/Prod [...] 6820146731 ) for a lot less.

building is easy, if the pin/plug doesn't want to go don't force it. It's probably in the wrong place. Seriously though, just read the directions and double check everything before your first power on.

http://www.newegg.com/Product/Prod [...] 6822148298

Now $79 with free shipping. If you prefer WD then go right ahead with it, but this has an additional 110 gb for free.

This power supply is a winner, it will power your system no problem, also has free shipping. I had one for 8 months with an e2180 @ 3 ghz and a HD3850. Worked great, completely silent.

http://www.newegg.com/Product/Prod [...] 6817371005

I have Home Premium x64. Works fine.