How is this build? What should I change?

Very good build, no issues. I made a couple of changes for you to consider if you wanted to step up to an R9 390 and save a few bucks at the same time. The case and PSU are still good quality and the PSU is a Tier 2. You could also use the extra money for a set of 3000/3200 speed RAM which some games and programs will benefit from.

PCPartPicker part list / Price breakdown by merchant

CPU: Intel Core i5-6600K 3.5GHz Quad-Core Processor ($238.89 @ OutletPC)
CPU Cooler: CRYORIG H7 49.0 CFM CPU Cooler ($34.50 @ Newegg)
Motherboard: Asus Z170-E ATX LGA1151 Motherboard ($135.99 @ Micro Center)
Memory: Kingston FURY 8GB (2 x 4GB) DDR4-2400 Memory ($40.25 @ Newegg)
Storage: Seagate Barracuda 1TB 3.5" 7200RPM Internal Hard Drive ($45.89 @ OutletPC)
Video Card: Sapphire Radeon R9 390 8GB Nitro Video Card ($299.99 @ Micro Center)
Case: Corsair 200R ATX Mid Tower Case ($44.99 @ Newegg)
Power Supply: EVGA 750W 80+ Bronze Certified Semi-Modular ATX Power Supply ($48.99 @ NCIX US)
Total: $889.49
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-03-21 20:42 EDT-0400
 
Whereas I added a SSD.

PCPartPicker part list / Price breakdown by merchant

CPU: Intel Core i5-6600K 3.5GHz Quad-Core Processor ($238.89 @ OutletPC)
CPU Cooler: RAIJINTEK Pallas Black 56.5 CFM Sleeve Bearing CPU Cooler ($39.90 @ Newegg)
Motherboard: ASRock Z170M Extreme4 Micro ATX LGA1151 Motherboard ($101.44 @ Newegg)
Memory: Kingston FURY 8GB (2 x 4GB) DDR4-2400 Memory ($40.25 @ Newegg)
Storage: Samsung 850 EVO 250GB M.2-2280 Solid State Drive ($79.99 @ Amazon)
Storage: Seagate Barracuda 1TB 3.5" 7200RPM Internal Hard Drive ($45.89 @ OutletPC)
Video Card: Sapphire Radeon R9 390 8GB Nitro Video Card ($299.99 @ Micro Center)
Case: Corsair 760T White V2 ATX Full Tower Case ($149.99 @ Micro Center)
Power Supply: EVGA 750W 80+ Bronze Certified Semi-Modular ATX Power Supply ($48.99 @ NCIX US)
Total: $1045.33
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-03-21 20:50 EDT-0400

I consider a SSD mandatory for a build in this class.

Cases are a personal choice, I would use something cheaper. (and spwent the saved money on a Blazing fast NVMe M.2 SSD

PCPartPicker part list / Price breakdown by merchant

CPU: Intel Core i5-6600K 3.5GHz Quad-Core Processor ($238.89 @ OutletPC)
CPU Cooler: RAIJINTEK Pallas Black 56.5 CFM Sleeve Bearing CPU Cooler ($39.90 @ Newegg)
Motherboard: ASRock Z170M Extreme4 Micro ATX LGA1151 Motherboard ($101.44 @ Newegg)
Memory: Kingston FURY 8GB (2 x 4GB) DDR4-2400 Memory ($40.25 @ Newegg)
Storage: Samsung 950 PRO 256GB M.2-2280 Solid State Drive ($181.95 @ SuperBiiz)
Storage: Seagate Barracuda 1TB 3.5" 7200RPM Internal Hard Drive ($45.89 @ OutletPC)
Video Card: Sapphire Radeon R9 390 8GB Nitro Video Card ($299.99 @ Micro Center)
Case: Thermaltake Core V21 MicroATX Mini Tower Case ($39.99 @ Newegg)
Power Supply: EVGA 750W 80+ Bronze Certified Semi-Modular ATX Power Supply ($48.99 @ NCIX US)
Total: $1037.29
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-03-21 20:53 EDT-0400

 
Is this a gaming build? I assume so. In your budget range, you should not be spending that much on a case. Even 10% of budget is too much. Your money, your choice, but a SSD would do a lot more for your system.
 

9third

Commendable
Mar 19, 2016
174
0
1,690
Or run it as my boot drive? And if it is that... How do I run it as my boot drive? Do I just put it below the usb OS drive and let the OS install on the drive? Then, when I install a program or something, I just set it to boot from the Hard drive?
 
Its hard to tell to whom the comments are addressed.

The 240Gb SSD is a boot, system, and applications drive and holds the operating system, so it will boot in about 10 seconds, closer to 6 with the NVMe version, some of your most used applications, including a big game or two, where cut-scenes and levels will load very much faster, and you working edit, scratch, and system files for faster programming. Your HDD is a storage and archive drive, where big, less often used files and games you are not currently playing go.

Yes, the case is compact, but what is a case for? It is a box to contain, protect and cool your parts. Have a look at these builds from school. http://www.tomshardware.com/forum/id-2625445/build-log-consolidated-middle-school-builds.html All the cases are comparatively small, but plenty big enough.
 
Any SSD is better than none at all. That particular SSD is small, and smaller SSDs are slower, and it is also slow in its own right. I would not get or recommend a SSD of less than 240Gb and use some systems with only a 500Gb drive and no HDD at all. Read some reviews and find something that works for you.
 
As I have said before, I's get a cheaper case. Look at the Enthoo Pro if you want something bid, or you may be able to get an Enthoo Luxe cheap and use the money saved for a better SSD. IMHO hybrids are not worth it now SSDs are cheap.