You don't need a 4930k to play skyrim; at most get a 4770k if you want to future proof, otherwise i5-4570k overclocked to 4.3-4.5 GHz will also do fine. You also don't need the 16 GB of RAM; 8 GB will work fine.
For the CPU cooler, get a Cooler Master Hyper 212 Evo for a cheap and effective solution. If you are willing to pay a bit more, you can look at Noctua NH-D14 (works really well but is massive in terms of size and weight).