Seems like a pretty good build to me. That GPU should be fine for pretty much whatever you throw at it. Stick with the i5-6600K, as overclocking is always a free speed-up whenever you get CPU bound.
You may want to throw in some aftermarket CPU paste like Arctic Silver 5 Thermal Compound, as it will better transfer heat than what you get with stock parts.
You may want to throw in some aftermarket CPU paste like Arctic Silver 5 Thermal Compound, as it will better transfer heat than what you get with stock parts.