You can run 3 monitors on pretty much any card now. If you want to have 3 monitors that are running the game you are playing then yea id bite the bullet and future proof your rig. Id say a 1070 is more than enough to build it and you can get one cheap if you catch the drop on massdrop.
One thing to be careful of is your monitors. You will want to look into 144hz 1ms monitors. Its awesome because it isnt limiting your FPS due to the monitor, so if your card can run a game at 100FPS but your monitor is only 60hz you may benchmark at 100FPS but you are only seeing 60FPS. Thats something you will really want to look at... Also look into G-sync monitors. Yes G-sync is expensive but you can buy 3 Asus VG248QE's and they can be upgraded later on as you save some $$ now.
CPU fan. I have a watercooled build. I love it. Its a Corsair all in one unit. My PC is dead quiet even at max load. The GPU fan is louder than anything and thats nothing. If you OC, you will want to think long and hard about #1... why? What the heck are you doing that you need to OC an i7 running at 4GHz. My i5 is OC'd to 4 GHz and I cant even imagine it going any higher. If you plan to run photoshop or some crazy CAD software that sucks up a ton of processing power, that makes sense, but gaming... id be amazed to see any game coming out in the next 10 years that is going to be bogged down by that beast of a CPU. I dont know Zalman's fans but if you want to go fan vrs. water cooled id go more toward a Noctua. (I may be biased but all in one watercooled builds just look cleaner to me)
Mobo: I have the same one, i love it. If i ever need to reset the bios quick theres an easy button on the back of the case and i dont have to tear it open. I would not downgrade. This is the core of your machine and when someone says "it sucks, i have to replace my mobo" theres a reason why they are really upset. Its a P.I.T.A to pull everything apart and put it allllll back together. Buy a good one thats future proof and setup your machine from scratch once.
Ram: I love gskill but its ram... if it has a good rep its doing the same thing no matter what make.
SSD: If you plan on playing more than a few games, get the bigger SSD. If you are like me and play 1 or 2 core games then casually play some other ones. Cut back on the size of your SSD, get a 1TB HDD and install the games you love on the SSD with your OS and make the HDD your storage for everything else. Your wallet will thank you.
Power Supply: Again I dont know much about zalman to give advice. I use EVGA.
Case: Love it
THE UPS: THANK YOU JOHN. FROM AN IT GUY TO YOU THANK YOU. People dont think that anything will go wrong if you dont have one. Then one day you get a surge and poof. Start all over man.
Toss in some LEDs. I have the NZXT leds and i like them, single color but it works. If you want to have something more you can find RGB programmable ones.
What would really set this build off though. Get the eGO logo CNC milled into the plexi-glass. You could go either drilled through or just carved. That would be a quiet touch that would pop with the lighting. If you wanted to go one step further too. See if you can get one of the electrictroluminecent decals like from
http://www.electroluminescent-provider.com/install-sticker. You can drill into the front of the pc and wire in the eGO tag. That would look sharp.