well it is possible to cool
cpu,ram,northbridge,southbridge,mosfets,and graphics cards!
you are talking about alot of heat to be removed, so a large radiator will be needed-depending on the graphics card (s) you might need to dual loop!
and it is advised that you would need a full size case!
its not cheap and its very difficult, sometimes involves case modding
you cant price the parts or know what to get until you have your motherboard,cpu and gpu picked out!
i would advise to go for a motherboard with built in north/southbridge liquid cooling like the foxconn bloodrage