PSU: Any 850W unit from Corsair, Antec, SeaSonic, PC Power & Cooling, or Silverstone. Typically $120-150. This one is one of the best right now.
GPU: Don't get the XXX version. That's just factory overclocked, and can be done with 3 clicks using ATI's software. P55 is good enough for Crossfire. The difference between P55 and X58 is 4%. Not worth the additional $300.
HDD: Switch to the Samsung Spinpoint F3. It's cheaper and faster.
You can do some seriuos overclocking with that i5 750 cpu, so your are good there. I have mine running at 3.7ghz with ease. I know it can go quite a bit higher but I don't need it to. I'm cooling my i5 750 with...
Yes. And I don't particularly trust that XFX PSU yet. XFX is new to PSUs and the unit is more expensive than several high quality units from better established companies (SeaSonic, Corsair, Antec, Silverstone to name a few).
Will the 850W PSU be enough? I mean for CF and the 3 HDDs and 1 Optical?
850w is plenty for your setup. As far as not trusting XFX, yes they are new to the market and I am no expert by any means but if you do some research and reading on this psu you'll find the actual experts do think this is a great psu. I actually am running with the new XFX 850w and XFX 5870 combo in my new build and it is great so far. Extremely efficient and quite psu. Having said that, I do not blame you if you went with Antec, Corsair, etc. just based on their reputation. Good luck with your decision!