CPU - depends. mainly gaming rig...go i5. mainly video editing...spend the extra coin for the i7 (I went i7)
SSD - a single 240GB should be plenty to start. IF you find its filling up....get a second one later. ;)
CPU cooling - H100i. Better fans, better design and comes with custom software making it MUCH more adaptable than the orginal.
PSU - Id get the Corsair 1200i. Newer design than the xfx. I just opted for the 860 watt version myself
RAM - Hmm 16GB is plenty UNLESS you are making a RD. If a RamDrive 32GB is nice. Dont spend any extra for fancy ram. DDR3 1600 is fine and fast enough.
HDD - Look for the newer WD Blacks. They are MUCH quieter and faster than the last gen.
Edit: Got ninja'ed by the OP while replying. Your list now looks pretty good.