There are a few things I'd change on that build if it was up to me...
I wouldn't buy an MSI board, I'd go for Asus or Gigabyte. I've had too many weird issues with MSI products in the past to be comfortable recommending them.
You have two different kits of RAM on your list, you only need one of those if you want 16GB, or get a kit with 4 identical modules if you want 32GB. 16GB should really be enough for most uses.
I really couldn't recommend that hard drive. It's vastly slower than an SSD and vastly more expensive than a normal 1TB hard drive. I would strongly advise adding an SSD to the build - Crucial, Samsung, or Plextor would be my go-to recommendations.
I'm not sure GTX 960 SLI would be the best idea, I'd always try to buy a single more powerful graphics card - one, so you can SLI that card later, and two, because SLI doesn't always scale perfectly, so you won't always get the full performance of two cards.
That power supply is way overkill for that system, a decent 650W would be more than enough.
I can't comment much on the case or cooler, unless you're overclocking then buying a much better cooler would be a bit of a waste and the case is really a personal choice. If you like the way it looks, being see-through and all, then fair enough.
My final thought would be that I'm not sure I would recommend going with a sixth-gen i7 based build, the pricing is pretty crazy as you could buy an X99 motherboard and an i7-5820K for the same price. The 5820K has a slower clock speed but two additional cores compared to the 6700K, it also supports quad channel DDR4 and has more PCI-Express lanes (this is important if you wanted to run SLI). The 6700K will be faster in less multithreaded applications but it's by no means a clear-cut choice.
I hope this helps give you some ideas, feel free to ask if any of the above needs clarifying as I've typed this up quite quickly so I haven't gone into detail.