Motherboard: Choose whatever you want. Don't buy $200 ITX boards because you can't overclock inside the A4-SFX.
You can cool it with an Noctua L9i if you follow these steps:
1) If you allready bought the 8700k go to step 2 if not get an 8700 none K because it will have the same gaming performance and is cheaper.
2) Setup "Long Power Duration Limit" to a value bweteen 80 and 95W. This will give a huge thermal drop while only losing 2% gaming perf.
3) Play with undervolting via offset mode a good value to start is -0.05V.
4) Keep in mind you do this on your own risk but if you like to skip step 2 you can also delid your CPU.
Extra information: The TDP (Thermal design power) value on the CPU carton (8700k = 95W) is speciefied on the situation that the CPU will run like this:
but on modern motherboards the 8700k will run 4,7 Ghz on all Cores. This will result in a TDP of ~150W and together with the intel TIM (Thermo-Interface-Material) you need a big cooler or water cooling to handle this. Playing with "Long Power Duration Limit" will force the CPU to run in Intel specs and it will be much easier to cool the CPU.