all the sights listed are quality. a few notes to keep in mind:
1. ONLY GET COPPER WATER BLOCKS!
2. you will need several components: a pump, a waterblock (heat sink that the liquid flows across), tubing, a radiator, fans for the radiator, liquid.
3. the more waterblocks u want, the bigger the radiator you need. the more/bigger of both you get, the larger the pump you'll need. (also the more tubing u use, the larger the pump)
thats all i feel like typing... it really is too in depth of a field to break it down right here and now.... there are like a billion posts on here about it. the best are in the overclocking section. i've written some pretty technical stuff if you want to know exactly how they work... but i'm pretty sure you just want to know how to build one.