Nope, no incompatibilities whatsoever. But thats not to say you have made the best choices either. I can understand budget restraints, with 4 kids, 3x of them teenagers, budget is #1 in my household.
The 8350 is a great cpu, no doubt, but it also just a faster clock of an 8320. Same chip. As far as OC goes, the lottery is still very much alive, you may only get 200 more MHz of that 8350 or get to 5GHz on an 8320. Pot luck there, so an 8320 would be a better choice, very easily OC to 8350 speeds nothing more than a small multiplier bump for less money.
For Fx Cpus, you really want a 990 board. The 990's were designed specifically with the 125w 8 core Fx Cpus in mind. The 970s are not bad as such, but are budget boards with lower power phases and can stifle any of the better OC.
R7 265. Nice gpu, just don't expect wonders from it. It's a low end card and will perform as such. Good enough for mine craft with a few mods, but will drown in something graphics intensive such as far cry 4 or Battlefield 4 or gta5 or even skyrim.
Cx500. Oof. The CX line from Corsair is an entry level, mediocre psu that I would not put in any decent build. If you had an old Dell running a very old gpu like an x800 and your psu died, sure, stock replacement fine. For new? The psu is the single most important component of the pc. Go cheap built quality, and you could easily be chasing psu related ghosts like ram errors, gpu errors, blue screens, shutdowns or even literal pc on fire. Whatever cash you save with the cpu, reinvest in the psu. It's insurance. XFX 550w, Seasonic M12-II/s12-ii, Antec hcg, EVGA B2 are all much better quality for barely more $
HAF912. Nice case, plenty of room, plenty of versatility, loads of airflow. Good choice.
Hyper212 EVO. Enuff said lol.
Seagate 1TB. Good size. WD/Seagate 1TB roughly the same. Matter of preference.
HyperX Fury. For AMD I'd recommend 8Gb 1866MHz. The Fury seems to be good so far, as does g-skill sniper series, team, Corsair vengeance. I like Patriot personally, or mushkin and g-skill is always a favorite.
This is not to say you have a bad build. It's actually pretty well thought out, all the essentials for a decent gaming experience covered. I just feel it needs a little tweaking. But thats me.