Random thoughts/replies/comments, mostly to kuukkeli:
Intel OEM Q6600 - $255.00
CPU - If going with a third party cooling system, an OEM processor can be procurred more cheaply, as it doesn't come with a heatsink/fan. I love Thermalright products, they're consistently the best (although pricey) aircooling available, but Newegg doesn't seem to have the 120 Ultra Extreme in stock, so no link on it.
GPU Coolers - With exceptions for high airflow cases, or water cooling, I generally prefer GPU coolers that blow hot air out the back of the case, and although I don't like the evga card's cooling, they have a lifetime warranty, so if they overheat and die, it's evga who's providing a replacement. (FWIW, for my current build, I paid few extra dollars to just get a GTS card)
Hard Drives - Needed size depends on how much stuff you keep, I'm pushing 2tb used on my various drives, not counting backups. Past 750gb per drive, the $/gb drops a lot though. Chances are the new Seagate 7200.11 drives are going to be faster (and more expensive) than the Samsungs. Some of the 7200.11 drives had some performance issues, Seagate issued a firmware fix for these, and I think currently shipping ones are unaffected.
PSU: Nothing wrong with the Corsair power supplies, but the Silverstone Zeus line has amazing build quality, they're built like server power supplies designed to be run 24/7 for months at a time. I just picked the 750w one because it was closest in price to the Corsair, the Zeus line ranges from 560 watts to 1200 watts.
Audio: Not necessarily true anymore, the onboard audio on that board has better specs than the Audigy 1 (106db snr vs. 100 db snr), and from my limited listening with each, I'd rate them comparably. And Creative still struggles to make proper drivers, I've wasted more time getting my Audigy 2 ZS working in Vista 64-bit than all the rest of my hardware combined.
CPU cooling: Arctic Silver + Scythe Infinity. E8400 should go over 4ghz easily
Some don't, depending how you qualify "easily". Some scale up to 4GHz with minimal tinkering at around 1.36V or less, but I've seen a couple that only make it to 4GHz with 1.50V, which I would personally feel uneasy about running 24/7 if I couldn't afford to replace the processor in case of death.