* PSU is big overkill, corsair is a decent brand though, get a 550W-650W
* You could get the FX8120 and save money, I think it's just an under-clocked 8150 so the overclocking would fix that
* Everyone on here recommends the CM hyper 212 or whatever it is so I'd look at that, noctua is good for higher end coolers, maybe look at the corsair H80.
* If you're gaming what resolution and quality settings are you looking at?
For less money you could go with a Ivy Bridge i5 and a H77 mobo which would be WAAAY faster. Even a stock i5 is going to blow away your 8150, no matter how high you overclock it, while creating a lot less heat and using a lot less power.
You could use the savings to get a better graphics card.
Also a 500w psu would overkill, 800w is just a waste.
You won't need a aftermarket heatsink if you go i5.
I suggest you fill out the new build form in the new build section if you want advice on what to buy.