heatsink comes with proc.
soundcard is built into the MOBO, and is on most, just make sure it has onboard sound
NIC is also on most MOBOs
of course, you could get aftermarket heatsinks, but I have my proc. OCed to 3.0GHz with stock cooling running really stable.
And if you want a boost in sound, then go with a sound card, but My sound is awesome, and I am using the MOBO.
so really those things are up to you.. but you shouldn't need a NIC unless you're going wireless