Intel i7 (it’s 64-bit) with Triple Channel Memory (buy ‘matched triplets’). Make sure the Memory Speed is equal to the Bus Speed.
These aren’t typical Memory/Bus Speeds, but to make things simple to read/describe:
FSB = Front Side Bus.
- If you’re CPU’s Bus Speed is 3000MHz, I would buy a Motherboard with a Bus Speed of 3000MHz. (To Match the Bus Speed of the CPU.)
- If you’re going to use ‘Dual Channel’ Memory, I would buy Memory with a Speed of 1500MHz. (To Match the Bus Speed of the CPU & Motherboard.)
- If you’re going to use ‘Triple Channel’ Memory, I would buy Memory with a Speed of 1000MHz. (To Match the Bus Speed of the CPU & Motherboard.)
Note:
32-bit versions of Windows can only address up to 4GB’s. Meaning that for Triple Channel operation, the System is stuck with a Maximum of 3GB’s. 64-bit Operating Systems love Memory, so 6GB’s would be best as the Minimum.
3GB’s = 3 Giga Bytes. (Good for measuring ‘Capacity or Space’.)
3GB/s = 3 Giga Bytes per Second. (Good for measuring ‘Data Transfer Speed’.)
3MHz = 3 Mega Hertz. (Also good for measuring ‘Data Transfer Speed’.)
RAM: 4GB seems to be enough for me. I've heard that 2x2GB would give better performance than a single 4GB. Is that right?
It depends on the Bus Speed of your CPU, Memory and Motherboard.
For example, if the System’s Bus Speed was 1600MHz (the CPU & Motherboard), and your Memory was capable of running at 1600MHz, then just one 4GB DIMM would be fine.
EDIT:
If the System’s Bus Speed was 1600MHz (the CPU & Motherboard), and your Memory was only capable of running at 800MHz, then 2x 2GB DIMM’s would be required, but they would also need to be placed in ‘Dual Channel’ Mode. (In this case, be sure that the Motherboard supports ‘Dual Channel’ Memory, and buy a ‘matched pair’.)
Your System’s Bus Speed depends on all three; CPU, Memory and Motherboard. What ever is the Lowest, will be your entire System’s Bus Speed.
Imagine it like this:
CPU Bus Speed = 1MHz.
Memory Speed = 2MHz.
Motherboard Speed = 3MHz.
In this case, your System’s overall Bus Speed (FSB), would be just 1MHz.
This is where n00bs will usually say, “Yeh’, like I said, you need Faster RAM!”. Then, you go out to buy the Fastest RAM money can buy, put it in your System, and notice that it has made absolutely no difference what so ever. (Because the System’s Bus Speed is still the same.) 
CPU cooling: I've thought about getting water cooling, as it's supposed to be way more effective than a fan, but how does it work?
It’s not “way more effective than a fan”, and I would advise you to buy a good quality Fan instead. If you want to make your self look special in front of n00bs, then go ahead, buy a Water Cooler. 
Also, it's okay if you want to give feedback on other components, or any other information. :)
If you want to make your parts last a long time, peel your eyes away from Water Cooling, and look at PSU’s. I would recommend a Low Power Tagan (450W).
N00b’s look for a cheep as possible, High Wattage PSU. They later believe that the reason their Hardware (CPU, Motherboard, Memory or HDD) has died, is because of, “not enough Cooling”. When its usually because of the cheep ‘dirty current’ PSU.
Pro’s look for an average priced ‘smooth current’ Low Wattage PSU.
Also, don’t get confused with ‘SATA 150 and SATA 300’. Many n00b’s believe that SATA 300 HDD’s are twice as fast as SATA 150 HDD’s. Just remember that the 150 is only the Maximum Interface Speed, and has nothing to do with the ‘throughput’ of the HDD.
HDD = Hard Disk Drive.
Imagine it like this:
Pro buy’s an expensive SATA I Car:
“I have a Car which has been designed to not break apart into little pieces if I reach the Speed of 150MPH. My Cars Engine will allow the Car to reach around 140MPH.”
N00b buy’s a cheep SATA II Car:
“I have a Car which has been designed to not break apart into little pieces if I reach the Speed of 300MPH. My Cars Engine will allow the Car to reach around 40MPH.”
Which Car is faster in this case? Exactly…
If you’re buying a HDD. I would recommend buying Two:
- A Small Fast one (like a 36GB Raptor) for your Operating System and Applications.
- A Big Slow one for all of your Data, Big Files and Backups etc.
If you can only afford One, get a Small Fast one. You can always buy a Big Slow one when the Prices fall again later.
I believe Abit, Asus and Gigabyte make good boards. :-TU