Looks good.
CPU
You
could wait for Ivy Bridge but it might be a tad expensive. Sandy Bridge E might also be an option. I
read somewhere that an i7-2700k was coming out so that might be worth waiting for too. Also, if you only want to overclock to 4.0Ghz, you should be fine with the i5-2500k as it overclocks the same as the i7-2600k. You'll be able to save a hundred or so bucks on it.
Motherboard
I've never used an EVGA board but I hear they're decent. Personally, I'd go with an ASUS as the high-end Gigabyte boards are overpriced. If you decide to go ASUS, you might want to look at something like the
ASUS P8Z68-Deluxe.
RAM
The memory has nice timings, should be good for overclocking, even if you're not going to high. Corsair makes excellent memory if not overpriced, but probably the best on the market ATM. OCZ RAM was apparently great for overclocking but they're now focusing on SSD's so they're memory range died out. Personally, I would go for G.Skill as it's a tad cheaper and you can buy higher frequencies but the RAM you've chosen is still great.
SSD
Now, the SSD. Intel makes solid but overpriced SSD's so if you're looking for a bit more space, I would go for something like the
Crucial M4 128GB. OCZ users have been reporting bugs in the Vertex 3's so I would stay away from them. The
OCZ forums should have some more info on that if needed.
Case
Case looks great, it's feature packed and it should do the job well. Corsair makes great cases if not once again, overpriced. I'm not sure I like the white though, personally, I would go for the black edition. But that's your choice.
PSU
You should probably be fine with a TX650 ATM but if you do want to upgrade, you could get a
TX750 for $130 or if you want to go a level up, a
HX750 for $140. You could also consider an 850w PSU if you want some more headroom for future upgrades. Just in case you want to SLI/Crossfire or do some high overclocks.
Cooling
With cooling, you probably wouldn't need some hardcore liquid helium system if you're just looking to keep it at 4.0Ghz stable. You might want to look at a couple of
Noctua fans which are great after you get over the hideous colour. If you want to go with water cooling, you could get some low-end CPU coolers which still make for great cooling. Something like the
Corsair H60 or the
Antec Kuhler H20 620 would be perfect.
Well, that's my two cents.