Distilled water, but NOT with colours in, fastest way to go and stain components and potentially cause erosion.
No you won't be able to use liquid gasses, how are you supposed to keep them cold enough using just a rad and fans? The coldest you can get is ambient temperature.
And the oil cooling dngr mentioned isn't water cooling, it is liquid immersion cooling. Put it in a non-conductive liquid and the heat will be taken away. Everything safe in it, but you can't submerge the hard drive or optical drives. The optical drive, the laser would be defracted and so wouldn't work and the oil would fill the gaps on the disc, the hard drive, the spindle wouldn't float because it wouldn't have the air to do so