Well first of all it is a good setup.
Power supply is important, specially if you plan on over clocking. I Don't think you planing on doing that so 500W will do the trick.
Basic things you need to know about PSU.
Recommended Energy-Efficien 80+ PSU
Make sure it silent, and the cables are long. If you have the budget, get PSU with modular cables. You can find model of PSU you need and read reviews on site: www.newegg.com . I can recommend a model if you will tell me your budged.
The two other things are case and heat sink if i am not mistaking.
Heat think, you can take a look at new toms article:http://www.tomshardware.com/reviews/lga-1156-heatsink,2535.html
For case recommendation, you will have to tell me your budget, and some guide lines.