I build all my modern systems in old-school beige. 😎
I'm not much of a modern gamer, so I stick to low end and energy efficient cards, like the GT 210 or GT 730 for my builds.
CPUs.... I'd strive to find the beefiest cooler possible in order to make up for the outdated airflow design in my cases.
I can relate to the preferring to use mid-range or even budget due to thermal concerns. It's why I've been a fan of Geforce MX (both 2 and 4) and TNT2 M64/Vanta (especially PCI ones) for ever.
I've only started using high-end cards I think when I got a GF 6800 vanilla from a flea market, modded its cooling with 8cm airflow 😁 and since then I've tried some other more high-end solutions.
I do prefer ATX cases with the PSU in the top, even for modern systems, due to the PSU not collecting as much dust and for being less of a hassle to keep clean (no cleaning of dust filters and whatsnot).
I also kinda agree with the CPU HSF, preferring a beefier solution, but I don't think this is uncommon by any means. Especially with older CPU cooling solutions (and also for GPU cooling I'd guess, to some point at least), these at some point get dumped for very low prices, enabling retro computer enthusiasts to stock up on plenty high-end cooling solutions.