Well, if your exclusively gaming, I would probably recommend the 6700k. It largely depends on what price you can get on a LGA 2011v3 motherboard - they are on average $100 more expensive than a z170 board, but offer more ram and PCI-E lanes.
I personally prefer 6 core machines (or higher) due to my work load, which includes both work and gaming. However, Skylake's single threaded performance is still better than broadwell E. It also overclocks significantly higher - Broadwell E is an absolute dog in that department. It all comes down to budget though, if a couple extra bucks isn't going to matter in the long run, then maybe you would benefit from the 6800k. Go with whatever is cheaper in the store, microcenter often has great deals.
The 1070 is probably the best value bet, but your not going to get 4k gameplay out of it. No single card will (but Titanx X will get you close). SLI/Crossfire is a bit of a headache, and not something I recommend (and this is coming from someone who has run CF in 4 of the past 5 generations). Two 1070s are going to be blazing in the games that work, but you may have to wait for driver updates and game patches to get the full use out of it.
Watercooling (The All in One type) works great,its easy to install, and helps keep cable clutter down. It's a bit more expensive, but I personally prefer it to air cooling - not necessarily due to better performance, but I don't like having to install those massive heatsinks like the Noctua DH-14. If your talking about a custom loop (like the crazy ones you see in magazines), then that's a huge investment in and of itself. People do it because they love it, not necessarily because its a good value.
Have fun with the new comp!
