Your motherboard supports dual channel memory, meaning a 16GB set consisting of two sticks is best for you. If you had a motherboard that supported quad channel, then 4 stick would be better. As for 8GB vs 16GB, it depends what you plan to do. If this build is just for gaming than 8GB is enough.
G.SKILL Sniper Series 8GB (2 x 4GB) DDR3 1866, this is good ram for you.
You can stick with the stock CPU cooler or get you can get this air cooler: Noctua NH-D14, or Corsair H100i if you wanted a closed loop water cooler.