My needs with this build were fairly specific -- I wanted something for parallel scientific numerical work (Fortran / C++) over SSH in a smallish form factor that I could use as an another workstation if needed by adding a decent graphics card. The jobs I'm running on this parallelize roughly, so clock speed is more important than the raw number of cores (I run highly parallel jobs on other machines).
Notes on part choices
Xeon E5-1650 v3; this is a really nice processor - it's very similar to an i7-5930k (it's even unlocked!) at a good price point (especially compared to most Xeons), but it gives me a lot more flexibility down the road. I can easily pull this and toss it in a server with ECC RAM down the road if I want.
EVGA Micro 2; ideally, I would have preferred to go with the upcoming Supermicro X10SRM boards (IPMI is really nice, Supermicro is my go to for server boards, and I usually opt for ECC RAM), but I don't know when they're actually going to be available and I didn't want to wait. There aren't that many consumer LGA2011-3 Micro ATX boards out there, and this seemed like a decent choice. I went with EVGA over other manufacturers in large part because I've always had great experiences with EVGA support.
Corsair Air 240; I love the cube design aesthetic and the emphasis on airflow. I've also worked with the Air 540 before and really enjoyed that experience.
Corsair HX750i; yes, this is overkill for the build as is. I got this for a few reasons: (a) if I decide to put in a higher end graphics card down the road this will work, (b) I can definitely use this in another build if needed, (c) you don't skimp on power supplies for 24/7/365 usage, and (d) I really don't like non-fully modular power supplies.
GeForce GT 610; unlike most builds on this site, I'm not using this for gaming. I just needed something basic to output video to get Debian installed and (if needed) troubleshoot on hand. This card does just that, has a low power and heat profile, and is dirt cheap.
Build went off to a rough start; had to RMA the first EVGA motherboard as it was shorting out of the box. That said, EVGA's phone customer support was fantastic. 10/10, that's why I went with an EVGA product. The second board worked fine.
The Air 240 was a nice case to work in. If I have any complaints, it's that the cleanliness on the motherboard side of the case really comes with a compromise in cable management in the back; the power supply and drive bays mean you really don't have much room back there.