My Gaming PC

Nice system though 12GB is probally overkill and an Intel Core I7 930 is fast enough imo   I asume the motherboard you choose is ATX, if so then it will fit. If you want good cooling check out the Cooler Master HAF 922/932.

I was thinking about HAF 932, but it doesn't have dust filters  
About the processor, since I have the budget, and I want to build a PC which will last for a while without needing any major updates.

Well to answer your first question they're all compatible, and about dust filter's I'm not sure as I've never used them before. 

get the antec 193 with the antec cp 1000 or cp 850 power supply

RAM way overkill, gaming does not benefit form more than 4gb of RAM. 6gb is more than enough. Also, don't bother with Overpriced RAM. The Gskill Ripjaw series is perfectly fine and a much better value.

CPU same, i7-960 is minimally better than the 930 for a lot more money. You're better off putting the money towards a better GPU.

HD Samsung Spinpoint f3 1TB is MUCH better performign for much less money.

PSU is overkill. Your system will run fine on a Corsair 550TX. If you plan on xfire, grab a 750TX instead. Won't need that much power, but anything lower doesn't' have enough of the right cables to xfire with.

CPU cooler is not very good. Go with a CM Hyper 212 Plus instead.

The MOBO is fine, but also expensive, you can grab this gigabyte for much less and it'll work the same.

http://www.newegg.com/Product/Product.aspx?Item=N82E168...