i woul change that 1gb of ram to a faster speed, or its going to limit the one thats bundled with the mobo/cpu since the ram you selected go at 533, while the bundle one goes on 800.
This is the one that comes with the bundle.
sure it cost more, but you get better performance
The Xion PSU is one that i would not recommend, it might have a lot of Wattage, but the Quality is pretty poor, the PSU will probably last 6 months or less if you leave your computer on like 24/7. Its best to get like OCZ, Corsiar, or Antec. Cost more, but cheaper in a long run, and its better to go with Quality over Quantity.
I dont think sound cards are needed, unless you are going to have like surround sound or like you have one of them ears that can listen to the small differences, other than that, on board will do fine, of course, unless you still want it, then go for it.
Looks like thats everything you need, maybe you will need some extra cables or fans. I didnt look at the things thoroughly enough to know what comes with what.
I dont know what you mean by tool less case... unless you are talking about tools like screwdrivers and such, then all you need is a screwdriver.
Building a computer is not hard, just as long as you follow guides and instructions, and when building a computer, you must have patience, and you dont need to push them in hard, if you use force, then theres a chance you might damage the components.
When you get the items, and still need help, just ask here, we are all here to help.
and welcome to the forums
EDIT - Heres a guide on how to build pc