Now this is just my opinion. It looks like you're trying to go all out without spending a large amount of money and you are into gaming. First, I would get the Winchester core instead of Newcastle for the CPU. It's about the same price, literally and better:
AMD Athlon 64 3200+ Winchester Integrated into Chip FSB 512KB L2 Cache Socket 939 Processor
For the motherboard, go with a Socket 939 to go with that Winchester CPU and this one is about $20 more but an improvement over what you picked out:
ASUS A8V DELUXE Socket 939 VIA K8T800 Pro ATX AMD Motherboard
As for RAM, the more, the better. Especially if you are into gaming. This may be pricey, but you get what you pay (only $35 more than your original link). Dual channel, (2x512MB):
CORSAIR XMS 1GB (2 x 512MB) 184-Pin DDR SDRAM Unbuffered DDR 400 (PC 3200)
Power supply is fine as well as the heatsink/fan combo. Although I would try out the stock one first before getting an aftermarket one. You'll be surprised how efficient it is. I OCed mine quite a bit and running 30 degrees C right now.
Overall, you're spending about $60 more, but look at the parts you're getting. A better deal for the price. Next, we'll talk about video card.