My first build ever, really proud of this thing. Works great, runs faster than any computer I've ever handled before. I've been playing several games on it the past couple weeks; it never freezes or lags, and the CPU temperature hasn't hit 70 yet. The blue LED light on the Zalman cooler is awesome, I included some pictures of the desktop when it was not fully built but had the fan going so you can check out how it looks. With the case closed you can see it from above through the air filter and a little bit through the left side cover.
Ran into a few issues along the way; one that was expected and two that I did not expect.
I had read from other BitFenix Prodigy builds that a power supply this size would be a tight squeeze, and there would be no room for the wires. This was true, since although the PSU fits entirely inside the housing, the two vertical slots of the PSU housing in the case do not line up with the outputs on the PSU. There was no room to fit the wires, so I ended up using a hacksaw and a small handheld electric metal saw to cut a horizontal slot in the PSU housing for the wires to fit through. This worked very nicely, and the PSU fit perfectly in the case without any serious structural damage to the case.
Although I anticipated having to modify the case to fit the PSU, I didn't realize that I would also have to move the case housing for my 2 storage drives because of the wires coming out of the PSU. I could potentially have mounted the SSD in a different location, but I still needed at least enough room for my hard drive. I ended up drilling six new holes in the bottom of the case, shifting the storage drive housing towards the front of the case. This worked nicely and opened up enough space for the PSU wires in-between the PSU housing and the storage drive housing.
A minor problem that I did not anticipate was that the Asus Motherboard only had 2 inputs for fans. With my Zalman cooler and the 2 case fans that came with the Prodigy, I had 1 fan with no power option from the motherboard. I ended up just buying a wire adapter from NewEgg, and plugged my front case fan directly into the PSU. All my fans now work nicely (and quite quietly).
That's it, I am very happy with my first completed build. Eventually when it comes time to upgrade I will do it myself, or start a new build, since this one was so much fun! I hope this was helpful for anyone looking to do a BitFenix Prodigy Mini ITX build. Don't be daunted by the extra modifications, they are fairly easy with the right tools, and you can also go around them with a smaller power supply.
Big thanks to PCPartPicker and users for the helpful website and info.