First off, there's no such thing as a "future proof" computer. Technology advances on an exponential basis. Buy what will serve your needs now, and then if you need to, you can purchase upgrades in the future.
For a $2500 build, I do not suggest building your system around an AMD processor. I'd shoot for Intel. Now, what do you plan on using this build for?
This will perform much better than that other build. I stuck with the case since that's more of a preference than anything. Everything else I chose because they will yield far better performance in games. Use this as a base, and then build from there. Also, keep in mind, you don't need a $2500 computer to play games on max settings at comfortable frame rates. A $1500 computer will more than serve your needs.
If you plan on playing games like Borderlands 2 or Battlefield 3, you'll want to grab a GTX 670. Borderlands 2 will benefit from Nvidia due to Nvidia cards being optimized for Physx. Battlefield 3 favors Nvidia cards and will yield better FPS at Ultra settings.
As far as watercooling goes, do you want an all in one kit? Or do you want real, custom water cooling? Custom water cooling is way different from fisher price all in ones such as the Corsair H100 and the Thermaltake Water 2.0 kits. It's also more expensive.