Wheelset -I like (and use) the Mavic CXP22 from bicylewheels.com
Headset - I have never had any issue with my Cane Creek S2. It has already been on 3 different bikes and is still super smooth after 3 + years of use
Crankset - RD2 are good. You will not get a perfect chainline, but it is not too far off. Buy the BB with it. Usually combo deals can be had on eBay
Stem - Get cheap ones until you get your fit dialed in
Bottom Bracket - see cranks
Chain - will either need to be 1/8 or 3/32 depending on what your chainring/cog are. KMC chains are decent for the price. I like the KMC 710SL
Seatpost - Thomson if you have the $
Saddle - Personal preference. My favorites are Concors and Brooks
Cog (and lockring) Just don't skimp. This is one spot where you should buy something quality. Get something machined not stamped.