You may want to check out Ultrasone headphones. They have a good frequency range and produce crisp, relatively high-fidelity sound. They also come with magnetic shielding, s-logic, and don't distort much at max volume.
I'd say go for a Corsair H50 cooler for that price, but it appears newegg.ca doesn't stock them.
As for thermal paste, I've used AS5 in the past and now I'm using Gelid GC Extreme thermal compound: http://www.techpowerup.com/reviews/Gelid_Solutions/GC-Extreme/4.html