The Sandybridge CPU motherboards use either P67 or H67 chipsets. If you're not a gamer and you're not wanting to "overclock" then you may find the H67 chipset is adequate for your needs - probably save you about £50 on mobo costs. Also, the H67 mobos allow use of integrated graphics capability which may also be adeqate for your needs - if not, just buy the graphics card if/when you need it. There's some discussion on P67/H67 here
http://www.overclock.net/intel-cpus/895731-chipset-p67-h67-2.html PS. I do low level video editing & photo processing on an ancient (ie 4 yrs old) Intel P4 which copes adequately - so H67 will probably go like greased weasel$hit in comparison: if you have particularly intensive graphics needs then a good idea speak to someone with similar experience.
Presumably you're planning on a Windows 7 64-bit system since you have opted for 8gb ram - if you're using 32-bit, then no point in installing more than 4gb.
The Cooler - Akasa Venom CPU Cooler is a gamers/overclockers piece of kit. You can save its approx £35 cost by just using the Intel cooler included in the retail (not oem) kit which should be adequate for normal use.
You may not need such a powerful PSU (850 watts) - the main thing with PSUs is to get a reliable quality make as current fluctuations can play havoc with a system. ASUS (excellent mobos) website has a power needs calculator here
http://support.asus.com/powersupplycalculator/pscalculator.aspx?slnaguage=en=us
Mobo - Gigabyte & Asus both excellent. Before you commit, I suggest you download the makers' manuals and read the small print to ensure it does what you want. Eg. I'm currently planning a system similar to yours with Asus mobo: one subtype of the P8H67 series allows simultaneous video output from mobo
and graphics card while another doesn't. This can really screw your plans if you are into serious multi-monitors - something I've found really useful with almost everthing else as well as trading.
Ram - I always use Crucial (not cos it's any better though it is excellent quality and easy to order from their website) because they have a good memory advisor tool here
http://www.crucial.com/uk/store/drammemory.aspx Some of the other manufrs websites are not so helpful.
Selection of hard drive and set up really depends on what your requirements are and could involve RAID etc - you'll need to Google up on that. But for normal purposes I find a single HD is adeqate with suitable backup eg you will need a decent size if your main HD is1TB. I use a portable external drive. Beware HD performance figures - one main difference is data seek times & data transfer times - these are different and your requirements will govern which needs to be optimum. Having said that, just Google HD reviews and get what suits you. If you've loads of dosh you might consider a solid state disc (SSD) - can be very quick eg for bootup. But it's early days and there are some reported shortcomings - as with most new technology it's worth waiting for the dust to settle.
Software - if you go 64-bit you may need to consider any legacy software's compatibility. Most reasonably recent stuff seems to be ok according to most comment. But it's worth checking if you have anything essential to your needs.
Let us know how the build goes!