Nice build. If you got the 2600K for $250 you got a real bargain. If you haven't purchased yet the 2500K is the better bargain (but not if you can still get the $250 2600K).
Now the GPU should be as good as you can afford: AMD 6950 or 6970 or GTX 570 or GTX 580.
If you want good and quiet CPU cooling then the Antec H20 620 is a good choice. PCNY has just announced a closed loop cooler for the GTX 570 and the CPU that looks interesting, but it is vaporware right now. My rig (see specs below) is both cool and quiet.
Water cooling is great but unless you are very mechanically inclined with computers, it is a real challenge. If you want water cooled go with a closed loop unit. Otherwise thare are good air cooled solutions galore.