Oh you want to ten box. Then I would grab the next processor up (940?) and OC it a bit (3.2-3.4).

For cooling just use the Zalman 9900 air cooler. It is a fantastic heat sink that I use on my OC i7. I wouldn't recomend any water cooling at this time because it leaves your chipsets without sufficient airflow meaning you have to add another fan and do testing to make sure the chipsets aren't overheating. The design of the 9900 makes sure all the heatsinks around the cpu get good airflow.

That setup will run 10 and heat your home just fine. Seriously, close off the heat vent to your room and open a window in the winter. You'll need to, it will get that warm.