Intel Core i5 Processor 2.66 GHz 8 MB LGA1156 (w/ graphics card built in right?)
It looks like you're talking about the i5 750
? NO - this does not have integrated graphics. If you're looking for the new Intel CPUs with integrated graphics you want to be looking at the i3's or i5 6xx's. Here's what's available on New Egg: http://www.newegg.com/Product/ProductList.aspx?Submit=ENE&N=2010340343%2050001157%201051749233%201050953956&bop=And&ActiveSearchResult=True&Order=PRICE
Here's a good article on the new CPUs: http://www.anandtech.com/cpuchipsets/showdoc.aspx?i=3704
Corsair CMX4GX3M2A1600C9 XMS3 4 GB PC3-12800 Core i5 Memory Kit
I don't know if the new chips will be limited the same as the 'old' Lynnfield chips - i.e. the i5 750. But with the i5 750 if you are not going to manually tweak your BIOS then there is little need for RAM rated any higher than 1333. You can't run at 1600 unless you effectively OC your machine. Look for low voltage RAM with low CL/CAS ratings.
Corsair CMPSU-750TX 750-Watt TX Series 80 Plus (do I really need 750 or would 550 suffice???)
A 550 will be fine. You could even add a top end graphics card and be fine. Check out my signature, I'm running an i7 860 with an average GPU and use a 450 W PSU. The most important thing here is quality, and you've picked a good brand in Corsair.