I need some help with my parts

Solution
the cpu cooler comes with the thermal paste. A few pointers though:
k series cpu's overclock, but you only have a b150 chipset, which doesnt support overclocking, so you should either swap to a z170 chipset motherboard, or get a non k cpu, imo
Next, you may want to look at 16GB RAM, as 8GB tends to not be enough, as I have found, games like GTA V use 8GB alone, and I think this is gonna be much more common in the future.
You should also pick up a cheaper PSU, as there are models just as good for maybe £15 cheaper, it just seems a waste to spend £85 on a 650W, as I bought a, admittedly used, Corsair AX 850W fully modular 80+ gold psu for that price not too long ago!
the cpu cooler comes with the thermal paste. A few pointers though:
k series cpu's overclock, but you only have a b150 chipset, which doesnt support overclocking, so you should either swap to a z170 chipset motherboard, or get a non k cpu, imo
Next, you may want to look at 16GB RAM, as 8GB tends to not be enough, as I have found, games like GTA V use 8GB alone, and I think this is gonna be much more common in the future.
You should also pick up a cheaper PSU, as there are models just as good for maybe £15 cheaper, it just seems a waste to spend £85 on a 650W, as I bought a, admittedly used, Corsair AX 850W fully modular 80+ gold psu for that price not too long ago!
 
Solution
MB - Changed to a Z170 chipset board for overclocking and multiple GPUs.
MEM - Changed to DDR4-2400 modules. Same latency (CL15) but at a higher frequency.
SSD - That is the 750 EVO which is a bit dated. There are other options..
PSU - The Corsair RM series is nice, but overpriced.

PCPartPicker part list / Price breakdown by merchant

CPU: Intel Core i7-6700K 4.0GHz Quad-Core Processor (£293.88 @ Aria PC)
CPU Cooler: Cooler Master Hyper 212 EVO 82.9 CFM Sleeve Bearing CPU Cooler (£29.99 @ Ebuyer)
Motherboard: Gigabyte G1.Sniper Z170 ATX LGA1151 Motherboard (£119.99 @ Novatech)
Memory: Corsair Vengeance LPX 16GB (2 x 8GB) DDR4-2400 Memory (£67.98 @ Ebuyer)
Storage: Sandisk Z400s 256GB M.2-2280 Solid State Drive (£67.13 @ Amazon UK)
Storage: Western Digital Caviar Blue 1TB 3.5" 7200RPM Internal Hard Drive (£45.78 @ Misco UK)
Video Card: EVGA GeForce GTX 1070 8GB Founders Edition Video Card (£433.98 @ Ebuyer)
Case: NZXT S340 (Black/Blue) ATX Mid Tower Case (£63.87 @ CCL Computers)
Power Supply: XFX TS 650W 80+ Gold Certified ATX Power Supply (£76.88 @ Amazon UK)
Total: £1199.48