Cooling is another big choice area that can be intermingled with all of the other components. For extreme overclocking, the only really good choice is one of the Water Cooling units. If you stick with Air cooling there are still a myriad of choices.
My current plans are simple. I don't have immediate SLI plans (and don't have the power supply to do it right now anyway). I'm going simple on the addins with a single hard drive, and probably a single optical drive. I plan to overlock, but to stay well below the point where the heat output from the cpus will spike.
At about this point, this CPU Cooler aticle at Tom's Hardware caught my eye. I was leaning towards the Zalaman anyway, so this new input rating the Zalman CNPS9500 as the hands down winner made it easy.
Choice Made CPU Cooler will be the good old fashioned, quiet but very effective Zalamn CNPS9500 (Newegg $ 62.99).