OS: I'm running Vista x64 on all of my machine, and I'm happy with it. Some older apps have issues, but most have work arounds.
Case: I've used other Antec cases and been happy. No issues.
HDD: No issues.
Optical Drive: no issues.
Sound card: Since you aren't buying an extraordinary sound card I have to ask why you don't want to use the motherboard sound?
PSU: No issues.
Motherboard: Looks like a good board.
CPU is listed as supported.
RAM: You could get faster RAM, but it should work. I'd also suggest getting 8gb if you can afford it.
Processor: FANTASTIC processor! That's what I'm running in my machine. I experimented with OCing mine from 2.4 to 3.2ghz without any issues, but found the stock speed to be more than adequate.
CPU Cooling: Unless you intend to overclock you can just use the stock cooler included with the CPU.
Graphics: I'm not a ATI fan, but you shouldn't have any issues.
Speakers: No issues.