Nice processor. Nice board. I would go with the brands G. Skill, GEIL, OCZ, and Kingston Hyper X for your memory. Preferrably any of the first three because they for sure will be using Micron D9 ships and so you can OC the ***** out of them. Well...if you want to stick with ATI, go with any of the HD 3870's. I would recommend replacing the stock cooler so I would do some research and find out what Brands will let you do this without invalidating your warranty.
You don't need 4GB's of RAM but having 4GB's of RAM is never a bad thing. Yes you will need Aftermarket cooling because the 9850 BE doesn't come with a stock cooler

. I recommend either a Zalman CNPS9700, Thermaltake Max Orb, or the Thermalright Ultra 120 but you'll have to buy a fan to go on the Thermalright one. Those listed are quiet and will keep it nice and cool.
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"I'm not going there to die. I'm going to see if I'm really alive."