That motherboard is based off the 865G chipset. Thats known to have good Win9x support
You can download the latest chipset drivers (6.3.0.1007.zip) off Phil's computer Lab website
https://www.philscomputerlab.com/intel-chipset-drivers.html
CPU, You can use any CPU you wish, Win98 will just ignore the 2nd core.
and yes you can dual boot XP if you wish.
PSU, Will mostly depend on the graphics card, but majority wont be power hungry.
Sound Card: Live! is fine for Win98/EAX3 but a bit basic for XP. Audigy 2 ZS is the last card with Win9x support and better match for XP/EAX4
All the cards have dos drivers but they aren't great but that's true for any PCI card and dos.
HDD: SSD, Spinning rust, Your choice. SATA is also fine as the 865's IDE compatibility mode is really good.
Personally I just go with whatever I have going spare. It's already crazy fast for Win98.
You will want to keep the c:\ partition under 4GB, 2GB is even better (scandisk finishes quicker if not shutdown) any other partition you can make as big as you like.
GPU: You have AGP so your choices are GF6800 and below if keeping with official drivers or GF7800 with modded drivers
The GF6 series and above can have backwards compatibility issues. earlier cards like the GF4 Ti will hurt XP's performance. You have to decide what's more important.
Case: yep that'll fit the motherboard so its fine.
CD drive?
You don't really need one but can be useful. What I do is have a partition with Win98 CD and drivers saved. This is enough to get the PC onto the network after which I can copy ISO's or files over the LAN.
Deamon tools (3.47 is the last version with Win9x support) can then act as the CD drive, You do loose the music from any game that uses CD audio for the soundtrack though.
Only reason I use a Floppy is boot disks at initial setup. If you wanted you can have CD/Floppy connected during setup then remove once the system is up and running.
RAM if you can keep below 512MB at least during the install I'd do that. But definitely bump it up again for XP
Now that the RLoew patch is free that's the easiest way to have crazy amounts of ram in a 9x build
https://archive.org/details/PATCHMEM