That all looks like a pretty good set of components to me. Every so often, I put together a trial/sample configuration of what I'd buy as a "one back" system. That is, rather than buy the absolute fastest and most expensive components, I pick ones near the top, but just below the point where the price curve jumps up significantly. I did one yesterday (using Newegg as the source) and the CPU and video card you chose match the ones I'd picked. You also matched on the disk drives and DVD-RW drive, but that's more a personal preference rather than just price. I'm hooked on Seagate drives and have been for the last couple years. There's lots of disk drives and DVD-RW drives within a few dollars of those though.
I did have a few thoughts. I'm assuming that you're planning on using the onboard audio, which I think is fine. I've been doing the same with the build I did in January. That said, my prior build used a Creative Audigy card - the one with the external box. My new build didn't have the space for the two card slot configuration of that setup, so I went with the onboard sound. The audio from the onboard sound chip (ADI AD1988B in my case) is just not as good at the old Audigy card's was. (I'm using the same speaker setup.) I guess if I were you, I'd start with the onboard audio and see what you think. That doesn't cost you anything. I know in my case, there's some version of Sound Blaster X-Fi in my future.
I'm guessing since you're buying two disk drives, you're planning on RAID 0 or 1 in the new system (with no other drives). If so, you're going to need to buy or borrow a floppy to install the RAID drivers during your Windows XP install. (If someone's found a way to do this with the drivers on CD, great, but please respond with how.) I only see the option to install 3rd party drivers from floppy during the initial install. You won't need it after the install is complete, so borrowing one from any old system you have is fine. (I'm hoping Vista is a little smarter here.)
I'm sure you're aware the retail version of the Intel E6600 comes with a heatsink and fan. The Arctic Cooling one you're buying is almost certainly better than that, but you don't feel you have to buy a separate one. I'm using the retail fan and heatsink on my current build and my idle temperatures are 36C and fully loaded only goes to 40 or 41C. Compare that to the Athlon 64 it replaced that idled at 49C and went to 53C under load. (I reused my existing case, so the fan setup is the same between the two.) The Core 2 duos run amazingly cool. If you're planning on doing some heavy overclocking, maybe the 3rd party one is a good idea. The reason I chose retail was to get the 3-year (versus 1-year) warranty. I'm almost certain using a 3rd party heatsink & fan does not violate the warranty. Almost. I know the warranty covers the fan and heatsink, but it doesn't say you have to use it.
Again, just some thoughts. I don't see anything wrong with what you have though.