I guess you will have to put in video, DVD, and hard drives. If you are buying new drives, stick with SATA for both HD and DVD if you have enough connectors. Those IDE ribbon cables are annoying.
Hope that you get a good manual for the motherboard that will explain the various plugs and connection points.
You might investigate the motherboard manufacturer's site to see if there is a newish BIOS. No telling what BIOS will be on the board when you get it. I wouldn't change BIOSes unless I was having problems though.
If you buy OEM drives, you will probably have to supply your own cables.
Don't know about the fannage on your setup. You might consider swapping fans at some point if the included fans are noisy. They often are. On the other hand, your case may not have space for any? It's usually easy to put a low RPM low noise fan on the front side to blow over your hard drives and keep them a few degrees cooler. Likewise, if you have an exhaust fan on the back side, you can easily swap it out for a quieter unit.
You should have it up and rocking within a couple of hours if you have all your parts ready.