CPU - for gaming, your best options are i5-750 (1156 socket), the i7-920 (1366 socket), or the i7-930 if it's not too much more than the 920. None of the other socket 1156 CPUs are really recommended for gaming (based on price/performance), except possibly the i7-860, if you really need to stick with that socket, rather than moving up to 1366.
Mobo - the one you list looks good for socket 1156, this one
would be a decent choice for socket 1366.
RAM - I'd say stick with 1333 MHz or 1600 MHz CAS Latency 7 (or 6) kits. Either 4 GB for socket 1156 or 6 GB for socket 1366.
HDD - if you don't know what RAID level you want to use, I recommend not using RAID at all. Right now, the best drives use 500 GB platter technology. This includes Samsung Spinpoint F3s (500 GB, 1 TB), Seagate 7200.12s (500 GB, 1 TB), and Western Digital Caviar Blacks (1 TB - WD1002FAEX model only).
HSF - The Hyper 212 +
comes frequently recommended around here. I haven't used it myself, so I don't know exactly how big it is.
GPU - If you can afford 2x 5850, why not just get a 5870 or 5970 instead? There's little point in going CrossFire straight off the bat, as it cuts off an upgrade path later on. Furthermore, I'd want a bigger powersupply for anything more than one