Hey, well good choice on deciding to build
CPU FAN AND HEATSINK:
The CPU fan and heatsink will come with the processor more likely, but there is no, which one is better as they are both needed.
The heatsink fits over the processor you see, and at the bottom you place a thermal compound which sticks and also is really cool, and this creates a type of link between the processor and heatsink.
its built in such a way that the heat from the processor rises up through the metal of the heatsink and the fan then joins ontop of the heatsink to get rid of the heat that rises, and this together creates a good team to cool it down to a suitable level.
As for the memory cooler and chipset fan, these should come with the motherboard if needed. Usually now, you'll find a heatsink will be there in place of the chipset fan, which won't need cooling down as much.
As for the memory coolers, some RAM comes with them, and this would help mainly for overclocking as the parts would get hotter, but most RAM these days do come with some kind of heatspreader over them anyway.
The I/O panel is rather easy to sort out.
The one that comes with the case can be discarded and taken out, but carefully as the sides can be sharp.
When you get the motherboard, it'll come with a new one to place instead of that one, which will fit all the ports and things that are needed.
I hope this helps