1 Optical drive? DVD
2 You should get enough cables with the motherboard
3 It is a nice build with quality components
4 No but your PSU can handle two GTX560 in SLI so I guess that is the future plan.
5 It would be personal preference to change any.
While the Intel® Core™ i5-2500K does come with a HSF (heatsink/fan) that will work fine at stock speeds. If you are going to overclock it you are going to want to add a good 3rd party HSF to deal with increased temperatures.
About the only other thing that you might do is add a small SSD and enable the Intel SRT (Smart Response Technology). Otherwise this is a very nice build.
SSDs have much faster access times than hard drives, but they're much more expensive for their size. Most people get an SSD in the 64-128gb range and put Windows and a couple of games, maybe, on it. This makes your startup time much faster, and level loading times too. Media, documents and stuff stays on the hard drive.
SRT doesn't work very well, as Tom's found out in a recent article (http://www.tomshardware.com/reviews/intel-z68-express-s...). You'd do better to manage the files manually, as I've just described.
The Crucial M4 is popular. 64gb $140, 128gb $230.
Oh, nevermind then. I don't have enough money. Do you possibly know where I can sell a computer? It's a HP Pavilion with nice specs and it practically brand new, I'll include monitor, keyboard and mouse.