That RAM is really good for overclocking or not overclocking.
If you do overclock, it will be able to keep up quite well, but need a lot of voltage, which you DFI will be able to supply.
Stick with the Stock HSF for now. The Venices run really cool anyways, so mild overclocking is fine with the stock HSF. I would also pick up a tube of Arctic Silver 5 and discard the pad of stock thermal paste. Using AS5, even with a stock HSF, will lower your temps by a couple degrees. Plus, if you decide to get your Zalman later, you can use it then (There is enough AS5 in a tube to do several CPUs).
BFG makes decent vid cards, especially if you can get one that is cheap. The nice thing about them is that they are guarenteed to overclock, unlike a lot of other brands. Therfore, they already have sufficient cooling to keep the card at a good temp at higher clock speeds.
As for actual performance benefits of overclocking, I recommend you check out the ORB at www.futuremark.com
to see for yourself. Compare the scores between systems that have been overclocked and those that havent.