Ah the joy of building a new PC. I've just updated mine too a week ago. My duel core E8400 just was not cutting it no more. Unlike your's where you bought all expensive parts, mine is more of a budget pc. I went with the i5 4670K CPU. Gigabyte Z87-HD3 Motherboard + 8gig DDR3. Still using old case, harddrives and GTX760-OC from old computer. I got a cheap 240gig SSD too for £79.50. I saved lots of money by shopping around for the bits. Just like you had everything delivered from everywhere else, but was was still waiting on stuff from Amazon, they were so slow.
It's not for the faint hearted PC building

. You finish putting it together, plug it in, finger paused over the on button, thinking god I hope this works, press it and nothing happens. That was me 5 years ago, but that was just because I just forgot to switch the switch at the back of the PSU, durr

. 30 seconds of panic

.
I did loads of research before hand for new build. Think I watched like an hour of Youtube vids of people applying thermal compound paste to the CPU, some were laughable. Reading lots of arguments what is the best way lol. Think I did alright myself.
Good luck with your build tjc.
DJC