http://pcpartpicker.com/p/cmrNf7
Total: $2988.77

-CPU: Intel Core i7-5960X
This will destroy everything you throw at it.
-MOBO: Asus X99-DELUXE
-RAM: 4x8GB G.Skill TridentZ 32GB (DDR4-3200)
-Storage: 2xSamsung 850 EVO 500GB (1TB) + Seagate Barracuda 2TB
For the SSD's take both of them and run them in Raid0 and get double the speed so faster then 1TB 850 PRO and cheaper.
Also, I know you said you don't want any additional Hard Drives, but I added a 2TB HDD to use strictly for backup for your SSD's. If you don't want it you can remove it.
-GFX card: MSI GeForce GTX 980 Ti
-Case: Rosewill T​HOR V2-W
-PSU: Corsair HX850i (850W)
-Fans: 2xCorsair SP120 Blue LED
These are for your CPU cooler since you wanted blue LED.

I don't know why you don't want water cooling for your CPU, but I would definitely recommend using one, it is better and easier to install then an Air cooler.

Best air Coolers are right there with clc
Unless you go loop

A quality liquid cooler will always outperform a quality air cooler.

Wrong the Noctua DH-15 performs better then most AIO coolers.

@OP with a 4820K you can do exactly what you want to do by just overclocking that chip a little and going with 4x8 1866 MHz memory. I have personally benched my 3930K against a 5960X and outperformed it. If you really aren't in a rush just wait for Broad well-E to release and build then.

Wait for Pascal GPU to come out IMO.