CPU - Great choice. Look at the 965 model if you see it for a similar price. I have one of those and I've overclocked it to 4 GhZ usinga 30 dollar after market heatsink and playing with voltage. Stable as a rock...
Motherboard - Not bad. I would try and find a 3 SLI board myself, even if its 30-40 euros more. You can add another card for added physx or go 3 SLI if you dare... :)
Graphics - GTX 465 is not doing so hot due to GTX 460 being almost as good and needing less power and heat. This is causing GTX465's to drop in price like rocks. In Canada I can get a EVGA GTX 465 ($209 canadian) for less than I can get GTX 460 1GB ($229 canadian). The main advantage is that GTX465 has more headroom for overclocking (its lower clocked than GTX 460) and that it can do 3 SLI.
Here is a little tip... If you can find this card (http://www.newegg.com/Product/Product.aspx?Item=N82E16814127514&cm_re=msi_gtx_465-_-14-127-514-_-Product) you are actually buying a GTX470. Sure it has GTX465's firmware but all you need to do is flash it (takes 2 minutes) and it gives you 1280 MB or mamory, 448 cores. MSI sent a 470 board with a 465 bios...but only with THAT card.
In any case, GTX 460 SLI is good enough if you don't plan on upgrading or getting 3 monitor surround...etc.
RAM - 4 GB is fine for Windows 7 64 bit. I have 4GB and have yet to see a situation where my unused ram was less than 800 MB with all guns blazing...
What about case (full tower FTW)? Power supply? (1000 watts minimum for future proofness!!!! :))