If you can afford the 5960X, then get the 5960X.
Using three of those GPUs in SLI is going to run terribly hot since they don't pull the hot air out of your system, and they just dump it out onto the next GPU over.
I don't know of any motherboard that has ever required water cooling to overclock the CPU. Water cooling is also unnecessary in order to overclock a CPU unless you're pumping a bunch of voltage into the chip, which then causes a lot of heat that needs to be dispersed.
Most X99 motherboards are going to support everything you want, so pick one that has pretty colors and matches your build.
No, but a shitty modem/router can cause issues with lag and disconnects. However, I only know of people having issues with D3 and not WoW, but anything is possible.
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