Okay, I'll give you my overall opinion about all of the stuff:
Case: Thermaltake doesn't make great cases. I'm sorry, I own a Xaser III, probably my worst purchase ever. I think my old compaq has better air flow. Their nice non-screw fan design is okay ... but it causes some rattling of fans that can be quite annoying. Also, I find that thermaltake puts a lot of cheap stuff in their products and also is VERY negligent with packaging. Some of my Thermaltake Rheobus (rheobus is the dials that controls the fan speeds) molex connector pins became loose and dislodged after removing them from from fans once. When I got my case and I definitely paid a premium for it ($215), I received NO instructions and my case window was beat up and scratched.
Optical: Good choice. I am a huge fan of Lite-On, because I own a DVD drive and a CDRW drive from them and they've never failed me. If you ever want to do CD-to-CD copy though, I would probably recommend two drives, because making CD images is a pain.
CPU: If you're somewhat strapped for cash, just buy the 3000+ and save yourself the $80-$100.
HS/F: I recommend not buying that Zalman. Looking at the motherboard, I can see that huge heatsink conflicting with the capacitors that are to the right of the rear I/O ports. The last thing you want is a broken capacitor! Just buy the retail CPU and use the stock HS/F.
Mobo: Your choice is okay ... but a VIA K8-based board might be a better choice. Also, to save money, buy a cheaper board. You might never notice the difference in speed. If you're having trouble deciding, take a couple look at Anandtech's great benchmarks of motherboards and see which one fits your performance and price needs.
I'd recommend the MSI Neo:
http://www.newegg.com/app/ViewProductDesc.asp?description=13-130-434&catalog=22&depa=0
RAM: That ram is Registered and will only work on systems that require registered DIMMs. These are two good DIMMs that are rated well:
Mushkin L2 PC3200:
http://www.newegg.com/app/ViewProductDesc.asp?description=20-146-288&depa=0
OCZ PC3200 Platinum:
http://www.newegg.com/app/ViewProductDesc.asp?description=20-146-966&depa=0
Both are gig sticks
HDD: That's fine.