Grab an Antec Sonata II. Its a nice case/PSU combo that will serve you well. Depending on your tastes, it may or may not look cool, but it'll serve you better than a cheap POS.
Splurge an extra $20 or so for the DFI Ultra-D
Grab a 1GB stick of ValueRAM. Do not even think about performance memory on your budget, it offers bad value which you should be spending on other parts. Corsair and Mushkin have been my favorite brands for memory in the past year or so.
To be honest, for the HSF, I wouldn't spend too much. If you can get a good deal on one of the big zalmans or the Scythe Ninja or another good one for cheap then get it, otherwise just get something like the 7000AlCu model. The HSFs really aren't holding you back on the overclock on these chips. If you can get the stock HSF from the Opteron dual cores (the nice heatpipe one) with the CPU then do it. Its a very nice cooler that won't cost much (if anything at all).
Check out the Hot Deals forum and you should be able to find a nice deal on a good hard drive. I think Outpost has a 250GB one for $70 after rebate, and its about $120 before the rebate (which isn't a terrible price, and so once you do get the rebate it'll be very nice).
I'm a little iffy about recommending dual core for you. Is it your first time overclocking? If so, just stick with the 146 is what I'd say, and then once you get the hang of it, maybe pick up a dual-core chip later. I take it this is a gaming machine? If so, you really don't need the multitasking capability of the second core. Its nice yes, but at this point its not really necessary. However, if you're going to be keeping this setup for a good while, then go ahead and get the dual core chip.