From the experience during my PC Tech days, it sounds like you are having some memory timing issues. Are you mixing memory?

If it is heat related, you would only see this problem after the system was powered on for some time, and it would crash any/every application...even at the Windows desktop. When you installed your CPU, did you use thermal compound grease in between your CPU fan and the CPU?

Generally, if it was related to your fans (wrong direction)... you would be able to play for a long time before any temperature thresholds were met. Another thing you can try is to set an alarm (in your bios) when voltage drops or temperature rises. This will start beeping at you if this is the case. You can try a new power supply, but I think you would have seen problems outside of WoW if it was your power supply.

The reason why I suspect it to be your memory is because 1) you recently upgraded it and 2) WoW is the only thing that uses a ton of it, and frequently.

Liquid cooling is O.K.. I think its best (and only) selling point is the quietness. The only thing you hear is the HD's. I personally think that over-clocking is over-rated. Squeeze more out of your CPU? Just go buy a faster one. It's much cheaper than buying all the cooling equipment to make it work (and memory that can run at OC'd rates).

Videocards usually don't cause the types of problems you are seeing. Your video would get messed up before your system would freeze since it sits on the PCI bus instead of the FSB. PCI bus errors are recoverable in Windows, FSB errors are not and generally cause machine checks.

When you got that blue screen, it probably flashed on the screen as your system restarted. If it happens again and if you have enough time to look at it, post the error codes (Most likely a stop error).

Try replacing your memory. It's the easiest/fastest/cheapest thing to do and it may be your problem.