I'd get a HD4850, great bang for your buck. Anything better than that will cost a lot more, and IMO the performance isn't justified. If you've got the cash though, you might think differently.
PSU - Corsair's PSUs are good quality, also OCZ, Thermaltake Toughpower, Antec, and PC Power & Cooling spring to mind. See what deals you can get, a 700W should do you fine unless you plan on going way over the top, with, I don't know, 20 HDDs, a massively overclocked quad core, 16GB of RAM, and two 4870X2s in Crossfire. People often hugely overestimate their PSU requirements.
Hard drive - there's a lot of good 500GB drives out there, see what you can find.
Heatsink - what's wrong with your current one? What do you want to gain from a new unit?