For 4k gaming you will need a minimum of a GTX 980 or R9 Fury Nano to achieve properly playable FPS and that will be at reduced settings. Ideally you will want a pair of GTX 970s/R9 390x or better to be able to mostly max out visuals in games at 4k and have any kind of future proofing.
I mention GPU first because when the goal is 4k that is always where you start. Now for CPU you should be able to get away with an i5 6600k with these GPUs and yes the Z170 Extreme 7+ would be a very good choice in combination. If you plan on doing video transcoding etc then you may want to look towards the i7 6700k as the hyper threading will significantly reduce transcoding times. In a purely gaming/media metric however the i5 will be more than sufficient, especially overclocked.
6 core and above CPUs are only available on the X99 platform so avoid this unless it is essential to have more than 4 cores and 8 threads. Going for an i7 5820 for example will mean you will need a socket 2011 X99 motherboard which isn't cheap for a decent board.
As for power supply you will want at least a quality 800w unit for dual GPUs, one of Seasonic's PSUs would be ideal but there are other brands that are solid too, just do your research and look for reviews before making a decision. The PSU will be the backbone of your system and is the last place you want to cheap out.
Now for a case you will want something spacious and easy to access for hardware changes, tweaks and cleaning. The Corsair Air 540 is a great example if a little pricey.
Take your time and plan the system from the ground up. If it will be an incremental build as you say then you will want to make sure that you are not throwing money away on parts you will end up replacing later. Get your PSU, RAM, CPU and motherboard locked down first then work on adding the other components as finances present themselves. Heat from the system will only become an issue once you add the GPUs so you can reuse an older case to get started then replace it later with a decent one. Be patient and meticulous and it will all come together nicely.
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