1) The 2500K will drive any sane graphics configuration well. It has 4 cores, and does not need more for gaming, since very few games use more than 2 cores.
The 2600K is marginally better, but you are better off using the extra $100 on a stronger graphics card.
2) Do you really need a full ATX motherboard and it's 7 expansion slots?
The P8P67-M Pro is a micro-ATX motherboard that is similar, but with only 4 expansion slots, and a lower price.
It is nice, in that it can fit in some smaller, more portable cases.http://www.newegg.com/Product/Product.aspx?Item=N82E16813131691&Tpk=p8p67-m%20pro
3) Do not chase SLI. Unless you are planning on a 2560 x 1600 monitor, or triple monitor surround gaming, then a good single card, like a GTX570 or GTX580 will give you all you need. If you have unlimited funds, then plan on a future GTX595 or sli, but realize that you are getting very little more for your incremental dollar.