CPU: That is fine for gaming, general use. What price are you finding on it?
CPU Cooler: You don't need to buy a fan for the CPU, it will come with one. You only need an aftermarket cooler if you are overclocking.
Graphics: You can do the SLI thing for games or 3D work, but...it may not be ideal. SLI does give you more performance, but generally it is better to get a fast card if you want fast performance. The 960's are a beast, but the 770 is still better I think. SLI can also cause problems here and there. If you want a more reliable gaming experience I would stick with one card. You can always add the same card in to do the SLI thing. Personally I would do dual video cards if it was a work machine, not for games. But that is just my opinion.
Power: Have not heard of that brand, but I usually stick to Corsair/Cooler Master/etc. Corsair seems to be the best overall power supply maker at the moment.
RAM: That's a good brand but it may be way too much RAM. Most people don't need more than 4GB, even for gaming. Most games currently can't even use more than 4GB. Since you mentioned leaving a ton of windows open all the time I would stick to 8GB for now, and upgrade later if you really need to.
Disk: That's fine unless you like to install a lot of programs, especially games. Games are getting big nowadays so 240GB is the minimum size. I can't speak on Kingston as a brand for SSDs, but somebody here might.
Motherboard: The Asus 97-E is fine. I quite like Asus boards.
CD Player: Are you planning to watch a lot of or burn or rip blu-rays? Content is moving away from physical media so getting a CD drive of any kind might be a total waste. You can install virtually any OS, including Windows 7, from a USB drive. I helped a friend build a computer and he did not bother with the CD drive, because he had zero use for it.
You mentioned gaming with this machine? Is there specific game you want to play on it?