Are all components compatible?
What are your opinions on Windows 8? I haven't had the opportunity to use it yet.
What's the difference with a Gigabyte motherboard having UD3/UD3H etc?
Would you recommend any additions/subtractions/considerations?
For a new gaming rig, I believe that benchmarks consistently show Intel now outperforming AMD at any price point. Overclocking an AMD rig can in some cases bring it to near-parity, but it will use a lot more power, and generate a lot more heat (hence fan noise).
If you are partial to AMD, at the very least you should get a decent air cooler like a Xigmatek Gaia (I have them in both of my rigs). Otherwise, your parts are all compatible, and will build a nice machine.