I built the described system this past weekend, without the SATA extension and using just one of the three drive cages.
Things went smoothly and I have now four disks running. I am sure that the hick-ups I encountered were related by my errors: (1) initially I did not format my USB stick correctly and could not boot the system, (2) the system froze on me once during an overnight copy and simultaneous build of the parity disk, and (3) after including an additional disk the system did not properly start up after a soft reboot, but came up again on the hard reboot.
Re the hardware, a few items to note are:
(1) The SuperMicro drive cages come with SATA cables and hence there is no need to buy additional ones (I actually ordered some cables from MonoPrice, but they forgot to pack them).
(2) While the drive cage comes very close to the motherboard, I do not foresee any issues putting three of these cages in the case.
(3) To use the top drive cage in the Lian Li P50 case, however, I will need to file down / bend in some ledges that are in place to hold 5¼ bays.
Next to putting in two additional drive cages and the SATA controller, I need to deal with the noise of the system. I have not spent any time on the latter, but hope the mobo bios can handle this.
Anyway, thanks again for all your help!
Heiko