AMD proccessors are great for gaming. They run a little hotter than Intel because they do twice the work at lower clock speeds, with adequate cooling, you got nothing to worry about.
I run an Athlon 2500Barton, 333 fsb. Currently set to 2.1GHz and 400fsb. Since your mb has decent on board sound, and add-on card is a waste of money. The video card isn't that hot. If you want something in the FX 5700 series, get an"ULTRA" version. Go to Newegg.com. Gainward Golden sample edition is a good buy and has great features for this line of card. Barton 2500's are extremely over-clockable, too, so you can save some money there. A good case to look at is the Antec Solution series at@70.00. They're specifically designed for running cool and AMD cpu's. Mine works well, it's quiet and comes with a 350W psu, which is more than enough for the components you chose. Spend the extra money you save and get WinXP Pro w/SP1a.
Get heat sinks for your RAM...thermaltake.
Just my 2 Cents, but I speak from first-hand experience with most of these components.