Sorry - clumsy attempt to make the point that its your rig you're building and you really will benefit from becoming knowledgeable, rather than passively taking advice. So lets start again...
1. Congrats for deciding to build your own rig - this can be a very satisfying experience - lots of room for personal choice - a bit like tinkering with a car in the old days. If you are US based, look for a Microcenter, Frye's or shop newegg. Amazon has been known to have some good deals, even ebay.
2. Processor - intel i-core delivers the top performance - AMD is a lower cost option that many gamers choose because the performance differences are really small unless you're bench testing, and savings can be used elsewhere - some also like supporting the contender vs the champ...don't worry about the absolute top of the line - mostly for benchtesting enthusiasts and heavy duty number crunching... expect to spend ~$200
3. Mobo - if you want the "coolest" heatsink treatments, you'll have to go for the high end boards - but they're basically the same - if you go intel, get a z77 gen 4 board with xfire/sli - all other features - blue tooth, trip and quad xfire/sli etc are non-essential...gigabyte, asus, asrock, msi are all good. mid range - $120-160; high end $200+
4. Windows 7 Pro is great - use the 64bit version.
5. 64gb ssd is fine for Intel SmartResponse - there is new generation of these which will be slightly higher priced - you can still get the old ones and I expect not much difference in performance. HDDs are dirt cheap - just go for 7200 rpm or higher.
6. Memory 8gb, 1600 or higher - there are differences in timings, overclockablity but imo mostly of interest to benchers - OCZ, Crucial, Corsair, g.skill, kingston, - all good - there are more - look for a deal. - $40-60.
7. Case - air cooling or liquid- if the latter, go for a larger case. That fan controller you're looking at is pretty much a frill unless you've got a ton of extra fans you can't control via software and are overclocking so temps need to be constantly monitored (there is free - software that measures cpu temps directly, btw) - might also help in reducing fan speed/noise when not cranking the system - any case made will accomodate it. Most cases midsize and up will handle liquid - larger is easier to work in. Antec, Corsair, Coolermaster make very good cases - for more money you can get some pretty radical designs - like I've been saying, personal choice - you need to find out what's out there and what you like, and budget around it. Lights, I think are cheap - I just go with an led case fan or two so I can see what I'm doing - you can add lights pretty easily and lots of cases have side windows for the eye-candy. $100 unless you want very fancy
8. Power supply is critical - 750-1000 watts is enough - look for a modular design - eliminates unused cables cluttering up your build. Corsair, OCZ, Thermaltake, Coolermaster, etc. $100-200
9. You can easily blow your entire budget on video cards - no necessary - you can go for a near top-line single card solution now and if you want add a second later, or go for a pair of medium-high level AMD or nVidia cards - they will generally perform as well as a topline single card solution for less - there are ton of options - best if you decide how much you're willing to spend here and whether you want dual or single card - you can max out your games either way in the $300-500 range. The AMD 7000 line and the nVidia 660s offer a lot of performance for the dollar.
10. Monitor - just go for a low refresh rate - if your planning a multi-monitor set-up, consider how much desktop you've got to work with - 24" is about max for a 2' viewing distance. Asus, Viewsonic, Samsung, make good monitors - are you interested in 3-D? if so look at 120hz scanning monitors - more $$ though...also the 3d glass will take another 100 out of your budget. Doing any graphics work? consider an IPS screen (Dell, Asus, Samsung). If not, save your $$ - your system, your call. $150 - $500 for a really good 120hz or IPS monitor - any built-in sound will be crap but ok if you will a) add speakers later, b) do all serious listening via headset.
11. Things you can skip/skimp on now - extra video card, gaming keyboard and mouse (a study in itself, and very much personal preferences and use patterns), really good speakers - you can get ok cheap around $60
12 have fun.