+1 on getting a 2500K instead of a 2600/2700K, you will see no benefit in gaming.
+1 on a dvd/cd drive and a copy of windows.
Some other things I would change (links to czc.cz):
PSU: OCZ ZT 750
, its cheaper than the CoolerMaster, better quality, and modular (removable cables).
HDD: Seagate Barracuda 7200.12
, you do not want a 5400RPM hard drive as your primary drive, it is way too slow.
RAM: 8GB Corsair Vengeance low-profile
, the tall fins on the ones you chose could interfere with the CPU cooler, also not much improvement between 1866 and 1600MHz.
Motherboard: MSI P67A-G45 (B3)
supports faster SLi than the one you chose. Or if you wanted a Z68 Gen3 board Asus P8Z68-V/Gen3
GPU: The problem with getting 2 GPUs is when you want to upgrade you have to replace both of them, plus they produce more heat and draw more power than just 1 card. At the price of 2 GTX 560 Ti cards I would suggest getting an HD 7950 instead, it is slightly slower at stock speeds but you can overclock it quite easily to be faster.
Unless you are really sensitive to sound quality the on-board sound works just fine, no need for a soundcard.
Looking at reviews that CPU cooler is very good, but very loud. If you want something quieter the Noctua NH-U12P SE2
is quite good.