^ Frankly you are wasting money on the 8GB RAM, which would be of no actual use to you.
I would rather sell that GTS 250, go with 4GB of RAM and invest in a better graphics card, that is more important for gaming. Even though for your resolution, the GTS 250 might be enough, but for demanding games, it wont be able to run them at full settings...
But there is an another idea though...
Go with i5 750 and a SLI supporting mobo...So you could go GTS 250 SLI later on, that would be good...And that 700W PSU can run GTS 250 SLI...
Parts, prices, and recomendations along with it changes a lot in the course of 2-3 months which is your expected purchase date. So whatever advice you get now won't be as good by the time it comes to buy the parts.
And BTW don't get the AMD 965 get the 955, I THINK (keyword think) they are the same exact thing but one is clocked slightly higher and as they are the black edition and the multiplier I want to say is unlocked its not exactly hard to turn it into essentially the same thing. (you need to look into that more, and I am definately not a expert on AMDs) And its probably a better idea to start looking into intel CPU's once you hit the $200 or so price point for CPU's since intel seems to be better, but AMD seems to be good for people on more of a budget in my opinion.
And the samsung spinpoint F3 500gb is a better HD in terms of speed than the 640gb wester digital black im afraid to say (I have that HD), but both are quite quick so it's not like you shouldn't get the 640gb if you find it on sale or in a good deal.
To answer your quesiton
"Does the CPU come with a stock cooling fan or do you always need to buy them separately? "
Depends on the CPU you are buying, most come with a stock cooling fan, some don't but they usually specify they don't. The reason why people buy aftermarket CPU coolers on this site all the time is that most people who are building computers on this site have the intention to overclock their CPU to get more power out of it which generally require a better cooler to keep it from overheating so we can get more out of it.