Looking good, but the PSU, it's over priced. BFG PSU's are'n that solid. For the same wattage, and a little cheaper you can get an Antec Truepower 2 for ~$90, and Antec's are far more solid and better built PSU's.
Your CPU, definitely shoot for an Opteron 144 or 146 and OC the **** out of it to 2.4ghz and beyound!
If you really want to stick with the Athlon 64 series, go with the 3200+ (which you can OC to 3500+ speeds and save $35), or go with the 3700+ (which you can OC to 4000+ speeds and pay $35 more).
Any of those choice are good.
Your case isn't of the best case building brands, but if that's what you want then stick with it. I personally would go with Thermaltake for cases.
Your HD is fine, but I tend to like Seagate more. I havn't heard the best things about the Caviar series.