See this chart for price vs. performance comparisons. Honestly, at 3000 dollars you can just buy the best of everything. SLI 480's or even xfire 5970 would be within your budget.
http://techreport.com/articles.x/19404/11
You do not need water cooling. Repeat after me: "I do not need water cooling." Especially if this is your first build.
GIGABYTE GA-X58A-UD5 LGA 1366 Intel X58 SATA 6Gb/s USB 3.0 ATX Intel Motherboard - 270
Has 2 16x lanes, which would definitely be helpful for SLIing two big cards (in this case I'm going to say 2x480's)
http://www.newegg.com/Product/Product.aspx?Item=N82E16813128422&cm_re=ga-x58a-_-13-128-422-_-Product
G.SKILL PI 6GB (3 x 2GB) 240-Pin DDR3 SDRAM DDR3 1600 (PC3 12800) Desktop Memory Model F3-12800CL6T-6GBPI - 195
Great oc'ing timings. 6GB will be MORE than plenty for gaming purposes.
http://www.newegg.com/Product/Product.aspx?Item=N82E16820231352&cm_re=gskill_ddr3_1600_6gb-_-20-231-352-_-Product
2 x EVGA 015-P3-1480-AR GeForce GTX 480 (Fermi) 1536MB 384-bit GDDR5 PCI Express 2.0 x16 HDCP Ready SLI Support Video Card - 450 x 2 = 900
EVGA is a quality manufacturer. You get a lifetime warranty with these cards. They are AR though (2 x 30)
http://www.newegg.com/Product/Product.aspx?Item=N82E16814130552&cm_re=gtx_480-_-14-130-552-_-Product
OCZ Vertex 2 OCZSSD2-2VTXE120G 2.5" 120GB SATA II MLC Internal Solid State Drive (SSD) - 270
Vertex 2 is pretty much the top of the line in SSD's currently. 120GB will be more than enough for your boot drive. Drop down to 60GB to save a cool 150 or so.
http://www.newegg.com/Product/Product.aspx?Item=N82E16820227551&cm_re=vertex_2-_-20-227-551-_-Product
2 x SAMSUNG Spinpoint F3 HD103SJ 1TB 7200 RPM 32MB Cache SATA 3.0Gb/s 3.5" Internal Hard Drive -Bare Drive - 2 x 75 = 150
Everyone needs some storage.
http://www.newegg.com/Product/Product.aspx?Item=N82E16822152185&cm_re=spinpoint_f3-_-22-152-185-_-Product
LITE-ON Black 12X BD-R 2X BD-RE 16X DVD+R 12X DVD-RAM 8X BD-ROM 8MB Cache SATA Internal Blu-ray Burner 12X Blu-ray Burner with Blu-ray 3D feature Model iHBS112 - OEM - 140
http://www.newegg.com/Product/Product.aspx?Item=N82E16827106346&cm_re=blu-ray_burner_internal-_-27-106-346-_-Product
SPARKLE COMPUTER CORP Gold Class GW-EPS1000DA 1000W ATX12V / EPS12V 80 PLUS GOLD Certified Modular Active PFC Power Supply - 250
Don't skimp on your PSU, especially running this many power hungry components (ESPECIALLY with overclocks). Sparkle is a pretty good competitor here, and this PSU is 80+ Gold, which is what you should be looking for, and modular, which is a nice to have with this many components.
http://www.newegg.com/Product/Product.aspx?Item=N82E16817800002
Antec Nine Hundred Black Steel ATX Mid Tower Computer Case - 80
This case should be big enough. The 1200 is just ridiuclous. You could get several other cases in this range (HAF 932, Lancool PC-K62, etc.)
http://www.newegg.com/Product/Product.aspx?Item=N82E16811129021&cm_re=antec_900-_-11-129-021-_-Product
COOLER MASTER Hyper 212 Plus Intel Core i5 & Intel Core i7 compatible RR-B10-212P-G1 120mm "heatpipe direct contact" Long life sleeve CPU Cooler - 30
http://www.newegg.com/Product/Product.aspx?Item=N82E16835103065
TOTAL: 2285
That leaves you 800 to pick up a nice monitor (or 2 kinda nice monitors). Of course, there is a TON of fat you can cut out here. You could drop down to a single 5970 and save $250, you could nix the SSD or get a smaller drive, but this fits the budget you outlined. This machine is a beast, and could pretty much rape any game out there right now.