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All retail Aftermarket Heatsink/Fans I've purchase have come with thermal compound, but to be sure: Artic Silver MX is something you could also get.
Try to go for Intel for the CPU, as their CPUs always have better IPC (Intructions Per Cycle) than AMD.
An i5 Haswell would be a good choice.
I would also go for Nvidia for the Video card especially at the moment where the AMD cards are having a bitcoin bubble over-inflating the price on their cards.
Some good links:
http://www.videocardbenchmark.net/high_end_gpus.html
http://www.cpubenchmark.net/high_end_cpus.html
(You might have an Australian website for these same domains)