Lol, comes with NBA2K11.
You say you want to play PC games on Normal or Medium visual performance? Sir, I do believe that this would be able to play on High for sure! The GTX 560 is a wonderful card for its price, but no, there is almost no difference between the 560 and 460 whatsoever. The case depends on your preference, obviously you have to fit the components inside of it, but how large it is may be completely your choice.
And as for the liquid cooling, it is helpful. If you're the type of person who can't stand the constant whir of your PC by your desk, then liquid cooling will surely fix that. It also helps with improving your PC's speed as well, keeping the temperature below recommended °C, and therefore allowing the CPU to function beyond it's standard capabilities. Although liquid cooling is generally used for overclocking (basically supercharging), it is really gratifying for the run of the mill PC gamer to know they have an uber-charged beast lurking at their fingertips.
I have a few suggestions on cases, however the style choice is entirely up to you. Personally, I like the look of the Alienware.
Cases (all on Newegg): Rosewill BLACKHAWK Gaming ATX Mid Tower, NZXT Phantom Black Steel / Plastic Enthusiast ATX Full Tower, and the Rosewill CHALLENGER Black Gaming ATX Mid Tower.