If you can find the Scythe FUMA, it is an excellent Air (HSF - HeatSink and Fan) cooler. If you get it you might be satisfied enough not to worry about going liquid cooled on the CPU... It is also cheaper than the model you selected. If you go liquid cooled later you have the option of two separate loops (takes up more space, but can be two AiO units) or a custom loop. Custom loops are more expensive and require maintenance every 6-12 months on the coolant. This isn't to say the model you chose is bad though.
The EVGA G3 series hasn't had a whole lot of testing done on it yet. Hopefully it fares much better than the B3 units. If need be, you can find another good model from Corsair (AX, HX, TX, and some of the RM series) or Seasonic for a reasonable price as well. 600-750W is plenty of power for this build. Just try to stick to a Tier 2 or Tier 1 PSU, and you won't have any issues overclocking because of the PSU (The silicon lottery on the CPU will remain your biggest factor.)
Your RAM is fine. just use the XMP profile in the UEFI BIOS to set it to run at its rated speed. XMP is just the name given to identify the memory profile that uses the RAM at its rated speed and timings.
I assume the lack of storage devices (HDD, SSD) is because you already have it. Also, if you don't already have it don't forget your monitor(s), keyboard, mouse, speakers and/or headset, and your OS.