I have to agree with jac here on the water block, but since i'm not into water cooling, my scariest moments would have to be when I frist power it on.
i've had lots of experience with putting in mother boards, CPUs, heat sinks, etc..
but what scares me the most is, what if the PSU fries all your hardware?
A buddy of mine lost his 6800GT and Asus SLI-Deluxe to a bad PSU...