Cable-wise, the PSU usually comes with everything you need in the innards of the case, unless you will be SLI-ing, which you are not.
The thermal paste, you'll only really need it if you buy an OEM CPU and a 3rd party Heatsink. Retail CPUs come with a Heatsink, and the heatsinks have thermal paste already applied to the bottom, you just need to neatly place it on the CPU and lock it in.
I highly recommend mechBgon's guide to a first time build. It's thorough, has pictures, and everything else a first time builder would want.
It's right over here: http://www.omnicast.net/~tmcfadden/guides/build/
The thermal paste, you'll only really need it if you buy an OEM CPU and a 3rd party Heatsink. Retail CPUs come with a Heatsink, and the heatsinks have thermal paste already applied to the bottom, you just need to neatly place it on the CPU and lock it in.
I highly recommend mechBgon's guide to a first time build. It's thorough, has pictures, and everything else a first time builder would want.
It's right over here: http://www.omnicast.net/~tmcfadden/guides/build/