Look on Supermicro's site, they sell a 1U 1156 heatsink to be used for the Xeons.
And I recommend 3400 chipset based mobo instead of a P55 and a Xeon instead of castrated i5 and i7s. Supermicro sells a lot of them with Dual Intel server grade NICs and rackmount style motherboard designs.
If you picked any CPU that starts with "i" today, you are incompetent. Looking at the Lynnfield release yesterday, there was a surprise CPU in there, of which, the implication has not been fully comprehended by the market yet.