Did you have a need for the i7? I may have missed it, but if you don't, the i5 2500k would be fine for gaming (Unless you find a killer deal on the i7).
+1 on the H series coolers. I use the H100 and am happy to have purchased it. If you are not OCing right away though, wait on iot and get it when a MIR hits. They come up regularly and you can use a stock cooler until then (also you don't need to buy thermal grease )
P67 is fine if you are getting a gpu. Otherwise Z68 is a good choice if you want to use the cpu graphics and wait for GPU prices to fall (I am). Two boards that were recommended to me (because they OC great!):
sorry this one is just poor no joke its not good imo
either tone down to i5 2500k/i5 2400 and get a better GPU or go get a 1tb hdd instead of 2tb really get a gtx560ti 1gb or a hd 6950 2gb/1gb if not 6970 if you can afford that or the 2gb version of gtx560ti