I started with the case, which I liked for its slimness, and its non-boy-racer looks.
Originally I was going to work with a modest thermal budget, but then I read some reviews that used pretty heavy builds crammed inside this case, and I thought to myself, I should build myself a sleeper.
In a nod to efficiency I chose the fastest Skylake available, and put a Noctua NH-L12 on it in single fan mode. The case comes with a slim Silverstone 120mm fan on the CPU-side fan opening, which I left blowing down onto the cooler. This is pretty much what the two-fan configuration looks like, but the slimness of the case fan clears the cooler with a few mms to spare; the cooler's stock 120mm fan does not clear the case cover.
Then I went overboard on the GPU. But the case can handle it. The fan from the cooler went into the empty case fan opening over the GPU, right next to the pre-installed case fan; these are basically blowing fresh air right onto the MSI cooler fans.
All 3 case fans are intake. Given the small volume of the case and the location of the fan openings, the fans are pushing fresh air to the hottest parts of the computer, and the hot exhaust gets pushed out of the many vents around the case.
Installing the video card was a pain, because the bracket + the giant card + optical drive is too long to cram into the case opening. I managed in the end by keeping the optical drive loose while installing the bracket, but afterwards there was no way I could get the optical drive screwed into the bracket. So it is kinda floating around in there, but it's actually not that bad. Perfectly usable this way.
The power supply was the beefiest I could find in the appropriate form factor.
As for the neatness of the build, I wish I had the time and energy to spend on beautifying the innards of this tiny case, but everything is totally functional right now, and I am a pragmatist.
The CPU does get hot-ish under prolonged load, but probably nothing to be alarmed about.
I am not overclocking anything. Well, I guess the video card comes modestly overclocked out of the box, but that doesn't really count. I value rock-solid stability over squeezing every last drop out of performance, especially given the lack of cooling headroom on the CPU side. And this box is already beast enough for my purposes.