Well unless you want your nice new $340 CPU to explode in a bright flash the first time you power up your PC I would recommend it. Though most retail CPUs are shipped with a heatsink that will handle it for everyday use.
Now if you mean "Do I need an Aftermarket CPU Cooler"? that depends on if you plan on overclocking or even heavily stressing your CPU at stock speeds. in that case ... Yes.
What FuturePCGamer is probably talking about is the button on the part list that says, "Add CPU Cooler". That is what chuck is referring to as an aftermarket CPU Cooler. Do not fret, because your CPU does have a stock cooler with it. If you are planning to overclock, meaning stress your CPU's clock speed further than what is tested by the manufacturers, than an aftermarket CPU cooler is practically a necessity. Do some research on it if you have no idea what I'm even talking about. It's not overly complicated and is a cost effective way of improving your CPU's performance.
Agreed. If you want something a little better than the stock cooler but don't want to spend lots of money on it, look at a cooler master hyper 212 evo.
No overclocking = no 3rd party cooler required.
Other thoughts... i7 is overkill for gaming, 670 is a gen (nearly 2) old, psu is way over provisioned for your current (estimated) power draw, folks have reported those usb wifi dongles overheat & I can't imagine that the range is very good with them (no ext antenna, if your router is a room or 2 away reception might suffer).