For hdd's samsung f3 is the best price/performance.
For ram mushkin, corsair and G.skill are all good brands. And heat sinks are metal coverings around the ram which draws the heat away from the ram itself. It is better to have them but all good ram sets come with heat sinks so you shouldn't worry about that.
For a power supply I would take seasonic, corsair or antec. Here are two good psu's
if you want to do sli later on http://www.newegg.com/Product/Product.aspx?Item=N82E16817139009&Tpk=corsair%20850
if not http://www.newegg.com/Product/Product.aspx?Item=N82E16817139005&cm_re=corsair_650-_-17-139-005-_-Product
the cm 690 is a good case.
But what is your budget?