Thats a very high end build and there isn't much you can do to make it better, but you can make it cheaper and get the similar performance. When you get in the high end, the performance vs price starts to decrease rapidly.
You can't really get a better processor for gaming, but the i5-4690K will perform the same in nearly all games, as most games don't take advantage of hyperthreading yet so you can save yourself $100 and see minimal performance difference.
If you want to be overclocking a bit, i'd select a better cooler. That is a fantastic budget cooler, but it is still a budget cooler. If you want to go with big air than look at the noctua NH-D14/15 or the Phanteks PH-TC14PE. If you want an AIO watercooler the Corsair H100i or the Cooler Master Seidon 240 are both popular choices. Other wise you could get the EVO for now and plan a custom water loop.
http://pcpartpicker.com/part/noctua-cpu-cooler-nhd14
http://pcpartpicker.com/part/noctua-cpu-cooler-nhd15
http://pcpartpicker.com/part/phanteks-cpu-cooler-phtc14pebk
http://pcpartpicker.com/part/corsair-cpu-cooler-h100i
http://pcpartpicker.com/part/cooler-master-cpu-cooler-rls24m24pkr1
The HERO is an awesome motherboard, but you really don't need to spend that much. If you are going for red/black, I quite like the Asrock Fatal1ty Z97x Killer, but anything about $130+ is going to have similar performance and features.
http://pcpartpicker.com/part/asrock-motherboard-fatal1tyz97xkiller#img=0
You really only need 8gb RAM unless you are rendering/editing. The sniper overclocks pretty well but you want low CAS.
http://pcpartpicker.com/part/gskill-memory-f317000cl9d8gbsr
The case is really good, I like NZXT, have the 630 myself, but looking at features you get, the Phanteks Enthoo Primo is pretty awesome. Really good cooling, fan filters are easy to access, built in PWN fan controller as opposed to a voltage fan controller, the PSU is separated and the cables are hidden. Definitely worth a look.
http://pcpartpicker.com/part/phanteks-case-phes813pbl
Great PSU but you can get 1000w for not much more, full modular, gold and good quality, which will allow you to SLI without needing an upgrade. On this topic, make sure you get an SLI compatible motherboard.
http://pcpartpicker.com/part/evga-power-supply-120g21000xr
The DeathStalker looks like it has some cool features, but it's really expensive and still membrane. I'd look at getting a mechanical keyboard for around $100. If you do want a mechanical, let me know what switches you like and any other requirements and i'll help you choose one.
http://www.tomshardware.com/reviews/mechanical-switch-keyboard,2955-2.html
You probably won't need any extra fans, at lease not initially. See how you're temps are then add fans. The mouse is really good too.
I'd also sleeve my cables since you'll have a nice big window. MDPC have the best sleeving but it is the hardest to work with and is expensive, but you can also use flexi PET or 550 paracord which is easier and cheaper. If you use paracord, stick some electrical tape around the pins so they don't get stuck. Here is a guide on sleeving.
http://forums.overclockers.com.au/showthread.php?t=710559