For a case a Silverstone Raven RVZ01 might be might be an idea.
As for the CPU I would rather go for a quadcore like the i5 4440, but is more a preference.
As for programs running on boot, every windows program can. Just put a shortcut in the startup folder in your start menu and it will start at startup ;)
Just my two cents, instead of steam os, you could still run windows, but use xbmc as a shell and have it launch you into steam big picture mode. I also think it is possible to use steam big picture mode as a shell as well. To me this makes more sense than going to steam os because you will still be able to play all of your games and basically use whatever hardware you wish.
check it out: http://steamcommunity.com/groups/bigpicture/discussions/1/864958451556578063/
PS, I think if you build inside a raven rvz01 that would be really cool, but you will unfortunately need a new PSU.
Smaller than a XBone or a PS4 and technically all what you can do is load Windows, make Steam startup in Big Picture Mode and you have yourself a console. The only thing you need is Laptop memory and a HDD. You also have an option to put in an M-SATA SSD but they can be a bit expensive. Gigabyte is also making one thats going to have a Nvidia Geforce GTX "760". I put quotes around 760 because everyone is unsure if it's a desktop 760 or a laptop 760. Either way, its extremely powerful for that small of a PC. Perfect LAN Box I say.