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Only thing that might be different is the SSD setup. When you first install Windows, make sure the SSD is the only thing plugged in. Also make sure it's plugged into a Intel port instead of one on a third party controller. Go into the BIOS, make sure SATA is in AHCI mode, then install Windows. After you install Windows, you can plug the HDD in.
RAM loses data on power loss, since it's volatile memory. SSD is non-volatile. Think of them as giant superfast flash drives, since that's essentially what they are. xD
Water's more of a hobby than a necessity, but that I know is much easier than in the past, with all the premade PC specific parts now. The TRUE Spirit is an excellent performing heatsink for the price.
No, they don't loose data when powered off.
Good cooler: Thermalright True Spirit 140 $50