Many enthusiasts are waiting for Intel to release processors based on its forthcoming Skylake architecture before building a new system, and with good reason. Skylake is a "tock" in Intel's "tick-tock" strategy, meaning it's a major new architecture, one that will require a new socket (LGA 1151) and possibly new RAM (Skylake-S will have both DDR3 and DDR4 memory controllers). And of the things you'll need to buy, you can add a heatsink fan combination, if you're planning to roll with an unlocked K series CPU.
According to WCCFtech, all K series Skylake-S processors will ship naked. You'll have the option of purchasing a high performance air or self-contained liquid cooling solution from Intel, but they'll be sold and packaged separately.
This isn't really a bad thing. The main attraction of a K series CPU is its unlocked multiplier, which makes overclocking a bit easier. And if you're going to overclock, why mess around with a stock cooler? Third party cooling solutions are typically much better at dissipating heat than the coolers that Intel and AMD bundle with their CPUs.
The two K series Skylake-S parts on tap from Intel are the Core i7-6700K and the Core i5-6600K, both with a 95W TDP. Intel's optional coolers are both rated as capable of cooling chips with a 130W TDP, so if you choose one of those, there should be a fair amount of thermal headroom to play with overclocking.
Here are some other stats on the two K series CPUs:
Core i7-6700K: 4/8 cores; 4GHZ-4.2GHz; 8MB cache; DDR4-2133
Core i5-6600K: 4/4 cores; 3.5GHz-3.9GHz; 6MB cache; DDR4-2133
Both are built on the same 14nm manufacturing process as Broadwell, but it's a different architecture. Some highlights include support for 20 PCI Express 3.0 lanes, support for Thunderbolt 3.0, and as previously mentioned, both DDR3 and DDR4 memory controllers.
Skylake is expected to launch at Gamescom on August 5, 2015. And if you're wondering what comes after Skylake on Intel's tick-tock roadmap, it's Cannonlake (tick). It will see a die shrink to 10nm and, barring any delays, ship sometime in 2016.