First gaming build, check

If you are overclocking, you really want to get a better (Z77) motherboard. It'll cost quite a bit more though.
If you aren't overclocking, you might as well drop the 3570k to a cheaper 3*** series i5. Performance out of the box is very similar.

Don't use Caviar Green as a boot drive, it's their low power usage series. Black/Blue are better, will cost you more though.

Case has no USB3.0 ports. Might not be an issue now but more and more things will become USB3.0 standard, might as well get a case that supports it, most motherboards have a header these days. Antec Three Hundred Two is the updated version.

Graphics card is fine enough for lower resolutions. If you stick with that monitor, it'll be fine, which brings me to...

The monitor is kinda crappy. It's quite small for a modern monitor, is pretty low resolution, as a response time of 16ms (poor) and has no digital input. I know I keep saying it, but if you want something up to date, you'll really have to spend more.

PSU - very crappy. The wattage is perfectly sufficient but it's a very poor quality PSU. Entry level XFX, Corsair, Seasonic and Antec are good brands to look at. My preference is the XFX core 450/550 right now, made by Seasonic and really nicely priced.

Sound card - buying a cheap sound card doesn't make much sense. Your motherboard has a cheap soundcard in it. It's just a waste of money.

Overall, I'd say you are on the right track. You might want to consider where you are spending your money though. The CPU is essentially the best gaming CPU on the planet but most of the other components aren't in the same league. You'll get a much better experience overall by adjusting your CPU downwards and more or less everything else upwards.