I have 3 250s running in my backend which is an AMD Athlon 2400+ running in a Giga-Byte Nforce 2 board. I'm using the stock 300 WATT PS. I have the boards staggered in the 5 PCI slots for cooling reasons. IE: Card, empty slot, Card, empty slot, Card. Other than an extra fan in the back to help pull out the warm air, I'm not doing anything out of the ordinary for cooling. It's in an A-Open desktop case, but I may move everything into a 19' rack mount box to make it pretty later. I used to have a VIA board that crashed and locked up during bootup (search for blinky keyboard lights). The NForce2 has been rock solid for months now.
For awhile I was using it as a frontend/backend, but now it resides in my rack in the basement as strictly a backend. I use Xboxs throughout the house for frontends because of the low price, easy setup and because they're a fairly quiet solution compared to a PC.
As for your list of hardware, it might be a bit on the overkill side to use an Athlon 64 since the 250s will do most of the work. But hey, if you've got the money to burn go for it. You can never have too much power
For a DVD writer I'd get a NEC 3500A from NewEgg. If you check TechBargains you can usually find one for around $80 which is a heck of a deal if you ask me. It's a very good drive.
Hope that helps,
Gonz