Two velociraptors in a striped array would give you the ultimate speed for small file access and should speed up windows a little. Of course if you kept them seperate and installed your games on the second drive then that would reduce the load times in games dramatically (the first part of a drive is the fastest).
Striped arrays are nice and quick because they bifocate the information and store each half on alternate drives (based on a 2 drive array). This means basically you have two cables to use for your drive access and so theoretically twice the capacity of through put... however as you well know double the technical speed and you rarely get more than a 10 or 20 percent improvement in actual speed... except with graphics cards.
Cooling wise you should stick to air cooling (the standard) unless you either want to overclock or you're feeling adventurous. Water cooling would require buying new cooling blocks for your CPU and graphics card (you need water blocks to allow the coolant to travel to where the heat is) plus piping, a pump, a reservoir and a radiator... along with even more fans.
As for a fan controller... if you bought an Antec 1200 then you've got a potential 9 120mm fans and a 200mm... leave them at max and you'll be sucked into your computer and spat out.. along with everything in the room, plus it'll sound like a hovercraft. Get a fan controller and you can calm the storm without impacting on your cooling that much. It makes for much more relaxed computing and also makes you more popular with people who aren't using your computer or deaf
Non legacy means you avoid anything which runs on analogue like old hard drives and old optical drives. The newer SATA connections are much faster (potentially) and have like 1.25cm cables as opposed to the older cables which were about 5cm wide and a swine to keep out of the way of the air flow (restrict the air flow and you can blow all you like... it won't do a thing other than sound noisey!!). Also it relates to things like USB keyboards and mice. Legacy is old tech.. not adaptable but reliable. New tech is where the speed is if a little more touchy.
The arctic silver AS5 is a good thermal grease which is the stuff you put in between the CPU and the CPU cooler. It's much better at heat transfer than the stock bit of gunk they stick on coolers. It can reduce your CPU temperature by a few more degrees (any shift toward cold is good). As for ceramique, a little tip I picked up (this applies doubly if you are thinking of overclocking or running hot) is to unmount all the cooling from the motherboard and graphics card (if you're air cooling because other wise you're already replacing the graphics cards cooler) and then clean off all the stock cooling gunk and replace it with ceramique... then reassemble the whole thing. That will protect your motherboard and should keep the temperatures down there too.
See I went mad on cooling after finding that many of the problems I had with my computer were cooling related. I have mine watercooled now so the temps rarely go above like 40 degrees celcius... including the graphics card which, with stock cooling, will hit 90 degrees!!!!
But anyhow, like I said.. start with the motherboard, then the graphics card and build from there. Those two components will define how much you've got to spend and what you should get. See even between memory and motherboards there are combinations that work well and other's that don't work so well. Oh and one thing I found was that it wasn't so much the speed of my memory but more the amount of it that mattered.
Just don't exceed like 4Gb unless you're buying 64bit Windows (XP or Vista). Anything more and it can't use it. 64bit however can use up to about 128Gb of memory though when I was running 8Gb it never went above 6Gb in use and that was on a benchmark!