That is a good build yes. Two things:
a) are you going to be overclocking? If not there is no need for the Zalman coolers, the stock cooling will do fine - this will save you a little money which you may be able to put elsewhere.
b) PSU, your power supply is included with your case - this is not a smart move, it may seem convenient and you might think the power supply unit provided is enough, but I would definitely buy a power supply from a known brand, and one which isn’t included with a case.
Overclocking is not recommended for those who are not comfortable with the hardware of their system. Overclocking involves increasing the frequency of the CPU/memory bus to improve performance past the manufacturer rated speeds. Sometimes with decent cooling it will work if you push it up a bit, sometimes it won’t.
Overclocking by 5% would increase gaming performance slightly.