Case,
If you are looking into the M350, i would also suggest to consider
Antec 110, its a small iTX case that imo gives more flexibility into what componnets and i like more the layout, it also comes with its own brick PSU included. Has a vesa mount so for sure you wil be able to mount it to the wall or behind your monitor. The case also allow for twin 2.5 hdds on the bottom of the case, so in case you want a cheaper smaller ssd + mechanical hdd is possible. Here is a nice time laps video for you to see into what you getting into building on it,
Antec ISK 110 Mini ITX Build.
CPU,
I see you are considering i3-2110T, i own a 2100T and been great, but if you want to save some,
Intel Celeron G540 or
Intel Pentium G860 are pretty good alternatives. I agree with HellDiverUK, if you want more power just go with
Intel Core i3-3225 for the HD4000, specially since you want to some light gaming, might work out better, i feel the kozuti can hanle i3 fine, also the downclocking of Sandy/Ivy bridge is very similar even between T and none T models, so at the end you will have very similar idle consumption and temps, the restriction on the T is their top cpu clocks, which i dont think would be an issue.
SSD,
My pick would be Crucial M4 for a cheap and realiable ssd, and if you are looking into high end Samsung 840pro. Worth mentioning that Crucial is releasing their new ssd, M500 in a month or two.
Memory,
If you go with Antec 110 + Kozuti, just be sure to get standard size memory or low profile avoid tall heatsinks, there is very good reviews lately of Samsung 30nm memory, and its low profile, but very hard to get since its been hype so much, but in case you can find it, should be same price all memory is right now,
Samsung Electronics Extreme Low Voltage 30nm UDIMM 8 Dual Channel Kit DDR3 1600 (PC3 12800) 240-Pin DDR3 SDRAM MV-3V4G3D/US, but there are lots of options out there, just check for the mobo you are buying to see compatibility.
Mobo,
Personally i like intel, not a lot of extra, but its very efficient and stable, this would be my pick
Intel BOXDH77DF LGA 1155 Intel H77 HDMI SATA 6Gb/s USB 3.0 Mini ITX Intel Motherboardk, it has a very similar layout than the photos below, this is important as some iTX mobos have the CPU in a different location, that might or not allow the use of the Antec 110. If you go for another motherboard, just check that the CPU is right next to the PCIe, and not opposite.
CPU Cooler,
If you go with the Antec 110, the only fan you will use is the CPU cooler, so i would suggest to invest into an aftermarket cooler like
Scythe Kozuti. Its been reviewed by SPCR,
Scythe Kozuti Low Profile CPU HeatsinkIm planning a similar build for HTPC for my brother, so i have searched some and found a video that might interst you to see the size,
Windows 8 boot and reboot, he also uses a kozuti, so i asked him if he had some photos, he was kind enought to share some, imo worht a look for you to see how the setup will play out.

