cpu: good choice (buy an aftermarket cpu fan though the artic freezer pro is cheap)
Ram: good choice
mobo: again good choice aslong as it covers all the bases you want from it i.e. right number of sata ports/usb ports/onboard sound
hdd: Seagate barracuda would be better longer warranty
or the samsung spinpoints are slightly faster but only has 3 years warranty
gfx: only go with the 8600gt if you want DX10 compatibility which needs vista obviously otherwise get a x1950
you haven't listed an OS are you going to use Windows or Linux?