DFI Lanparty nf4
G.SKill LAs or OCZ Rev2s
AMD Athlon 64 3000+ Venice or 3200+ Venice
OCZ Powerstream 600watts
The Venices are the best overclocking cores on the market now, period. The 3000+ and 3200+ have always been reputable for monster overclocking, and the Venice has simply raised that bar. With the right cooling, I have seen them easily gaining 1GHz (which is huge for an AMD) with more than acceptable temperatures and relatively little vcore.
Samsung TCCD memory is a must, I personally like G.Skill and OCZ outta all the TCCD just from what I've read and it seems they're the ones getting a lot of the records and getting the ridiculous frequencies.
The DFI Lanparty is no question, you won't find anything better than it. Any and all record breaking 939 clock speeds have been made on these boards, and the options are a dream come true for any enthusiast. Especially when it comes to DIMM voltage, TCCD RAM loves to suck up voltage, the more you can give it the better, and this board does not have a relatively low cap compared to others.
The Powerstream, OCZ makes the best PSUs in my opinion, and the powerstream is the best you'll get from them. It's crucial to make sure your parts are getting the proper voltage they need and powerstream has rock solid rails, plus you can actually adjust the rails if you need more or less power.
It's true that XFX cards have set a few records, but they've had a lot of bad stuff that hasn't really been played around as much. From the eVGA cards I've installed I've recieved no problems from any of them, eVGA has great support, and everyone here basically agrees with that.
As for cooling, it comes down to preference. You've said you have no limit to what to can spend so I really don't know what you're looking towards. Since the Venice cores do have a cold bug and you really don't need subthermal temperatures, I'd say build yourself a nice watercooling setup for your CPU and GPU.