Just my own opinion...
Case - This is a personal choice. You can find just as good, if not better, for less. Choosing a case can be hard because the choices are so many. For that kind of price I have seen some good modded cases that give more cooling.
Mobo - Not a bad choice but there are some that overclock better and have the same features if not more. Lot of new mobos come out this month that'll be better. The P5W DH is cheaper than it and better IMO. There are some 965 mobos that'll certainly overclock better than it. Some 570s as well.
Video Card - Ah, CF is nice. Assuming you got the dough and need it. If your monitor is higher than 1600x1200 resolution dual cards is the way to go. G80s launch next week. You may want to wait and see what they benchmark at. That could change your mind about ATI and CF.
PSU - 850w is nice if you plan to go high end dual card setup. There are just as good power supplies that are cheaper though. PCP&Cooling is overpriced IMHO. You dont have to spend that much to get what you need.
Processor - Nice if you really want it. Another option is to buy a E6400 or E6600 and overclock it up to or higher than a stock E6800.
RAM - I agree with others when they say 4GB RAM is overkill. Get 2x1024 PC6400 (800) for best results. especially if you plan to overclock.
Floppy - I can see why a floppy is still handy. I use them myself. Others will disagree but at that price its not important what others think.
Hard drive - Two Raptors in RAID isnt going to help much in gaming. A single Raptor and two 7200.10 drives in RAID or a single Raptor and a single 7200.10 is a better setup and less costly.
DvD - Not a bad choice. I like the BenQ 1655 more but its getting harder to find nowadays. The lite-on is fine. Keep it.
Sound card - Good choice. No problem there.
HSF - Again, a good choice. To save some money the Artic Freezer Pro 7 is cheaper and nearly as good. There are some HSF that are a tad better performance but heavier. Kinda a personal choice on what you want. The 9500 will do you fine though.