I would step up to the
Athlon 64 X2 5600+ it is ~10$ more (If you stick with AMD.) {I would swap to the Intel E6600, not much in the AMD line really compares and it was ~230 at NewEgg last week. Couple that with the MSI P965 Platinum ~135, of course that does jump the price up some overall
}
Check out
Tom's Hardware CPU Charts for good comparison, just have to pick the proper benchmark and chips.
As far as EVGA, the have a reputation for quality products and very good - excellent customer support.
Also, there are several cases (at NewEgg) that come with basic water cooling equipment. Not sure how good the directions are though. As mentioned previously, check the Overclocker boards, several have good walkthroughs / FAQs on watercooling for the beginner.
Good luck with the build and the move.