Jon, the Intel retail CPU box has a fansink in it. Typically, these have a thermal conductor material on the bottom that is ready to use. You just peel off a protective cover and install it. Since you are not overclocking or starting out with the hottest games, the Sonata case should be quiet enough for in the bedroom. There is a PSU fan and a rear exhaust fan included in the case. You can see those fans in the pictures at NewEgg. If the case has a place for another fan, you probably won't need it right away.
You asked for a sound card recommendation. The motherboard that you have picked out has HD Audio provided by a RealTek chip on board. This is good enough for starters -- it can do up to 7.1 surround sound and is a relatively small burden on the CPU. For a DVD burner, you might consider a special "quiet" version. Samsung makes a quiet DVD drive and probably others as well. Other than that, just make sure it's a respected brand name and DVD writers are quite inexpensive these days. For a hard drive, I would recommend a Seagate Barracuda. They are quiet(er) and have good reliability ratings. Western Digital are noisier, in my experience. I have no recent experience with Samsung, Hitachi, or Maxtor (which is now owned by Seagate).
Keep asking questions -- we are here to help. Just ignore anyone who is not being helpful.