The only additional cooling you might consider is a better heatsink than the stock heatsink that comes with the CPU. In most cases, the stock heatsink will be sufficient for light CPU overclocks though.
The Core i3-530 is a good CPU, and is recommended by Tom's. However, most people will probably prefer to either go with an Athlon II X3 that is almost as powerful in gaming applications, but about $45 cheaper.
Alternatively, people will commonly suggest just jumping to an i5 or i7 to see a more drastic performance gain. The i3 is still a good CPU for the money though.
If you're not ever going to utilize CF or SLI, then getting a 750W PSU will be overkill for you. Dropping down to a 650W PSU or below would save you some money if you'd like.
Also, most people would recommend the Samsung F3 500GB drive over a Caviar Blue due to the numerous awards it (and it's 1TB variation) recieved. They cost about the same though so it's up to you. Otherwise your build looks good.