sli(used for nvidia cards)/xfire(used for ati/amd cards) is basically when you run 2/more graphics cards together, for 2 cards its just sli or crossfire while for 3/4 cards its tri/quad sli/crossfire.
if you plan on running just one card then a decent 650w psu will be plenty allowing for gtx580(or similar future gen card) to be run, if you plan on 2 cards then a 750w/850w psu(for 2 gtx580s you want 850w, for 560ti/570/6950/6970 a 750w is enough). 3/4 cards you want 1kw but the motherboard I speced in the sli/xfire option doesn't support tri/quad and will require a much more expensive board.
the gelid tranquilo and coolermaster hyper 212 evo will allow you to overclock the cpu to 4.6ghz, if you want to push it further then you'll be wanting a better cooler.
the case is a personal choice but to make use of the coolermaster case + psu or antec discount offers you need to buy a coolermaster or antec case, if you buy a different brand case then you can't make use of the offers.
both motherboards I speced can be overclocked to 4.8ghz from what I've read, once you've got the pc up and running you can ask in the overclocking section of the forums for help.