The case should be fine. It shouldn't need to be great considering this machine won't have a high-power consumption CPU and very high power-consumption graphics setup. I'd get a weaker PSU because this computer shouldn't pull nearly that much wattage even at peak. Even Corsair's 430w model might be overkill.
The sempron is an Athlon II with one core and some cache disabled. It does use more power than the other CPUs, but it's performance is far higher and power draw is still fairly low. It can also probably have the second core unlocked if the motherboard's BIOS allows it (Semprons have a roughly 100% unlock compatibility rate). At stock, the Sempron is probably a 45w TDP CPU. It probably draws around 35-40w at load.
EDIT: Athlon II x2 Regor is the die that is cut-down into the Sempron's Sargas die, to be more specific.
You could do that and it should be good. Don't even both considering the G440, it is junk in comparison. The G540 is about three times faster when both cores are used and still a little more than 50% faster even in single threaded tasks. The very minimal power savings would not be worth it.
The G440 is good compared to very low end CPUs. It is crap compared to even minimal CPUs for the desktops these days. Like I said, the G540 is about three times faster when both cores can be used (most software these days can use two threads, especially as far as NAS and other servers that can use pretty much any amount of cores/threads are considered).
I don't like most passive CPU coolers. They are usually gimmicks that don't work well. I'd suggest getting a Cooler Master Hyper 212 Plus if you want an aftermarket cooler. It is very quiet and an excellent cooler despite being very cheap. Newegg has them for under $30. The Hyper 212 Evo is a little more quieter with the same cooling performance at a slightly higher price.