|Do I need a separate Video Card with the Haswell Chip?|
No. The Motherboard has VGA and DVI ports built in which will allow you to use the Video hardware built into the i5
Do I need a large Aftermarket Heatsink/Fan?
No. If you buy the Retail Package it will come with an adequate Heat sink and Fan. Just make sure you install it correctly with the right amount of thermal paste.
Can I use a smaller Case, or does it need a huge case for Airflow?
I wouldn't use a small case. A standard ATX case with a single extractor fan at the rear should be adequate.