Also, the cpu you've chosen has very limited overclocking potential. You may want to look into getting either the i5 2500k or the i5 3570k. Both are champion quad core gaming cpus. The 3570k, however, tends to heat up quite a bit more than the sandy bridge sibling therefore you may not be able to overclock it as much. Although, don't let that scare you. The 3570k can typically reach 4.2-4.5 GHz on air cooling.
Oh, and you can save a bit of money on the dvd burner. Look for either an asus or lite-on brand. They're typically in the range of $15-20. And if you know what you're doing you can save quite a bit on the OS.
Most factory overclocked GPUs already have their own little cooling system whether it be heat pipes or extra fans...etc. It wouldn't hurt to add a couple extra case fans though.