wifi cards are pretty much useless, i'd grab an ethernet cable and hook it up to your router. only good if you can't really get your ethernet cable to your PC.
at the end of the day, it's not a really big difference. i'd go with the 3500, but the 3300x might do better in some scenarios. just depends on the luck you get.
if you were gaming, you don't need too good of a processor. if you're actually going to use it as a workstation or for work, i'd go with more threads.
gaming, i'd go 3500.
workstation i'd go 3300x.
i'm pretty sure an air cooler would be better in general, it's prolly not going to run too hot and water cooling is probably harder to set up. but, just preference at the end of the day
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If I got to choose, it'd be on my desk. But i don't have room for that.
On the new PC I'm getting I already have a desk woodcrafted that's pretty big.
not sure, but at that price range you should expect to get a 2070 super, or a 2080 super. unsure if you want extra storage other then the SSD you're pulling, but it could help. i'd get a Ryzen 7 3700X for this kind of build as well.