The Intel Chipsets are more robust and stable than the nVidia ones on the whole and the P5Q Pro's only disadvantage (if it matters at all) is that it can not run SLi but unless you plan to do that now the is little point worrying abut it because by the time you get round to it better cards will be available which will blow SLi-ed 260s out of the water.
Thermaltake PSUs just are not the highest quality (Historically) and when your spending £850 on a PC you want its heart to be as good as it can be, ideally I would have put in a Corsair or Enermax unit.
I have just been looking at reviews of the Themaltake Toughpower QFan 650W if this is the model they are offering then it looks to be a decent supply, having also looked at more reviews on the Antec and the not Qfan toughpowers they are probably similar in quality so you get to pick, possibly worth staying with the Thermaltake and hoping its the QFan version!
As to the CPU cooler not read any reviews on it if that is all they offer I would stick with the stock cooler and ask if your warranty would be affected if you swapped the cooler yourself at a later date, you could get a lot more respected cooling for your £22 I'm sure.
EDIT: On Wired2Fire's site in the components section for the Thermaltake 650W (
Link Here) the is a link to the products page and that takes you to the QFan page so go for that one