OK, since you're new to overclocking, it's not really worth spending $1000 on the 965, since you'll only get your money's worth if you make full use of the unlocked multiplier. Just go with the 940, it'll be more than enough for you can you'll save $500.
Same story for the motherboard, that was designed for serious OC'ers. A cheaper board will be more than sufficient for all your needs and you could same some money. Gigabyte X58.
And don't go for more than DDR3 1333 for the memory, the performance benefits tail off past that speed.
You could save a little on the PSU as well, 1000W is a bit overboard for that build, especially as the HX1000 is $250. How about this?
What case are you going to use?