You plug the light strip into the psu.
The products you listed are fine and are compatable , however ther is no need of an after market cooler unlees you plan on overclockong the cpu and in that case you would need the 3570K model with the unlocked multiplier. If the heatsink is just for show because it has tha Appolish fan on it then fine it will be good looking.
The fans on the case are for just moving air through the case and supplying fresh ait to the fans that cool the devices. There is a spot on the top where you can add a 120mm fan alongside the 230mm fan. Attached to the hard drive rack is a vga air duct which wilol hle a 120mm fan that will blow on the ends of the vga cards giving added cooling to the vga fans. All in all the case fans that are supplied with the case are sufficient to do the job and if you add the second video card then that air duct will come in handy with the extra 120mm fan.
For $30 more you can get the HAF-X which is a lot better case and has additionl cooling options.