Stick with the Duron 600; you won't get better overclocking results (maybe a few MHz) so I think you should just stick with the cheaper one.
You don't have to get any special RAM. In fact, you could just get PC100 SDRAM, and it would work
perfectly with your motherboard and processor, but you might want to get PC133 SDRAM just so your expansion options aren't limited. Assuming, of course, you want to join the dark side (Intel).
It doesn't really matter what case you get, as long as there is a spot in the front-bottom and back for fans, and there's a 250W or (preferably) a 300W power supply. 250W will do, for your system though.
For cooling your case, just pop in fans wherever the case lets you, and if there's a lot of stuff blocking the intake of air, chop it up.

If you mean cooling your processor, then a Golden Orb should suffice up to 900, however much I flame people who suggest using it. If you want to get into the heavier duty stuff, a GlobalWin FOP32-1 would be good, and past that you should check out the Alpha offering, the PAL6035 (make sure it works with Socket-A CPUs).
Hope that helps