Don't get the GTX 465. Get a 1GB GTX 460, which is better and cheaper for the most part. For a good HDD get a Spinpoint F3, 500GB or 1TB is up to you depending on how much space you need but they're both really good. Any cheap CD/DVD is all right, the 24X Sony Optiarc is only $20 and will be fine. And yes, the 550W will be fine.
EVGA is a very good brand. Depending on your resolution you could get the 460 and not really notice a difference between them. If you're getting the 768 version I would get this one: http://www.newegg.com/Product/Product.aspx?Item=N82E168... It's a little bit extra but you pay for the warranty, which for that one would be lifetime over the one you chose, which is 2 years. If getting the 1GB then the one you listed is nice, and has the lifetime warranty as well.
A quality 550W should be fine. You have a 125W CPU, round it up to 200W for the mobo, ram, drives, etc. The GTX465 is around 200W as well, so the full system draw is ~400W. This is worst case, most people don't stress their CPU and GPU to the max at the same time.