For a budget build, the case is something you can skimp on. You can even build your own case from trash... an empty biscuit tin or a broken microwave oven. But for a first time build, buying a new case is a handy convenience. You can find deals where a case comes with a power supply and doesn't cost much more than the power supply alone. But the only way to find a case alone for a few dollars is if you get it second hand. So I would suggest looking for a case and power supply combo deal. Antec should have one. You can get a case with 480W PSU for as low as around $40 on NewEgg. http/www.newegg.com/Product/Product.aspx?Item=N82E16811148067
As I am in the U.S. I am not sure that one will be available to you, but there are other combo deals available. Shopping around is half the fun!
I plugged all the parts you listed into PC Parts Picker and there were no incompatibilities found. The total came to over $700 so far with the most expensive item being the video card. I don't know what your budget is, but you could get a 2T drive for $10 more than the 1T drive. OTOH, maybe you would like more speed rather than more storage. You can get a 480GB Kingston SSD for about $80 ($35 more).
One consideration for the future, you might want to find a motherboard with SLI support. That way you can add another video card to increase your video performance in the future. Or get a cheaper MB now and plan to replace it with a better mainboard later.
Unless you get lucky with a promotional deal, it looks like the lower prices are close to $50, while the boards that support SLI are only about $50 more. I don't know how restrictive your budget is. It might be worth it to get the cheaper board so you can put that money to a better hard drive. With any luck, boards with SLI support will fall in price in the future anyway.
The CPU should come with a stock cooler, but you should consider the options. Air cooled systems tend to collect dust in my experience. If you have the ingenuity to build a custom case, you may decide to take a crack at a home built liquid cooled system. This way you could seal the case, preventing dust from entering. This is probably too much work for a first build, but even with a budget build, you could have a dust free case with a little ingenuity.
Optical Drive - optional if you can install everything via USB or over ethernet
Operating System - Many Linux distros to choose from or add to the cost with a license.
Software - Is there anything in particular you need to be able to run?
Monitor - Touch screen? HDMI TV?
External Storage - for backups. Could be NAS
Peripherals - keyboard, mouse, headphones/speakers, microphone, camera, touch pad, printer/scanner, etc.
Case fans, fan controlers, pumps
Another option is that you can build a caseless computer, but there is upkeep as dust is a bit of an issue and you want to make sure someone doesn't put junk of your running components (like mail or books or something)