Right if money isn't an issue, or at least not until 5-7k I'd advise:
(Oh and I warn you in advance, this is going to be an Nvidia based system)
CPU: Go with an i7, I'll agree with Yarasa as well, go for the 8xx, although if you have the money left and want to spend it when you've thought of everything else, you could get a 9xx, your choice
Heatsink: this perhaps. Look around at reviews and find out what brands perform well.
Thermal Compound:.........http://www.newegg.com/Product/Product.aspx...N82E16835100007 < Arctic silver, no argument there
Motherboard: If you truly want all the bells and whistles and don't mind the price get something like this otherwise go with Timo's advice and get ASrock
Harddrive(s): I recommend Seagate. And you might wish to invest in 10,000 a 10,000 RPM drive or Solid State Drive (which appear to be the future)
CD/DVD w/r: Not much variation with disk drives, Plextor are reported to be very good. You might want to consider a Bluray drive as well.
Case................................http://www.newegg.com/Product/Product.aspx...N82E16811129021, not sure what this was. I personally like my case (Akasa Mirage) it has plenty of room and space for fans, Antec 900 is a cool looking case too, meant to be good
Power Supply: Corsair PSUs are good, (though actually made by a company called seasonic for corsair, so Seasonic's are good too.)
RAM: I recommend like timo DDR3, assuming you're going 64bit, so get plenty I like Corsair but there are other good makes
Video Card(s): I think for this much money you might as well get Nvidia 295 GTX(s)
Sound Card: Creative Sound Blaster X-Fi Titanium Fatal1ty perhaps?
Keyboard: Whatever you like the feel of I use a Microsoft basic one from a previous computer
Mouse: As above
Monitor: Get a nice 22" or above.
Speaker System: ...
Fans: Akasa make good fans
PhysX Card?: Unnecessary if you have Nvidia cards, they've integrated PhysX
Hope I've been of some help
EDIT: A selection I chose, brands seem to differ over there which surprised me. Anyway, it's just over $5000 - $1500 of which is the 3 GTX 295s, I'm not sure the PSU is the right power as I didn't check and I didn't look into custom graphics card cooling
Oh you got some gifts, I didn't look at those
EDIT 2: Compatibility wise I'm fairly certain this lot fits together, I can check to be sure if you prefer though.