1)You mentioned two hard drives but do you want them in a raid configuration or two seperate ones?
2) Since we are talking about a gaming rig I would go with a 500W this baby will run all the LEDs the processor and SLI easily.
3) Often the heatsink and fan that comes with the processor is good the reason that alot of people upgrade it is for OCing.
4) All it means is that the PC4000 RAM will run like it was PC3200
5) I don't reconize the brand but if you ever go looking for anything else stick with the 19 inch or go with a 21 inch and try to get it 8ms or lower. I have seen a 21 inch samsung 2ms response for about 500$ canadian (http://www.ncix.com/products/index.php?sku=17715&vpn=LS19HADKBE/XAA&manufacture=Samsung
6) Parts these days get along pretty good with each other and taking a quick look at what you got there seems good.
Good Luck with this rig I am a gamer myself and I want to build a SFF (Small Form Factor) PC next year.
BTW I noticed that your mouse is wired but there are some nice wireless gaming mice out there that get minimal interference and no lag... you might want to look into that in the future.
And did you think about a TV Tuner card this little guy is about 100$ canadian but can be a nice addon for recording tv and watching it on your pc. Nice if you have a laptop you can bring TV Shows around with you.