I'd say change the mobo to the basic Gigabyte board. EX58 UD3R. Gigabyte has recently released a firmware update that adds SLI capability to the board even though it's not sold as one.
I've got it in my i7 rig and I haven't been unhappy with it at all. Saved me $100 USD over the ASUS boards, came with a plethora of tweaking software, and outside of a few trivial things (single heat pipe on the IOH aka Northbridge) and slightly lower quality audio you'll be happy with it.
Only reason not to is if you are looking for true HQ sound e.g. sound editing. if you plan to play games with 5.1 surround or 7.1 surround you won't notice the difference in audio quality... and if you do, you can always add a soundcard later.
On the Zalman cooler, don't bother at that price point. I bought the 9700 and it's good, but the dark knight is slightly better given they're the same price. Only reason I'd say go with the Zalman 9700 for the same price is manual fan control. The Zalman comes with manual ability to control the fan and I'm not sure about the dark knight. That being said, if you plan on controlling your fans via a fan controller panel or do like and control it via software i.e. speedfan, it's a moot point and you should stick with the dark knight.