Welcome aboard, Fat One! Consider this a seconding ( or thirding?) of everything the other guys have already said. The Leapers scope you're looking at has gotten good reviews, should do what you want. Despite what others have to say on the subject, MY CFX has droop or something that gives the same result. I currently have a BKL 260 mount on it with .007" drop compensation. The other alternative is a straight mount, the Accushot 1 pc. is very good and only about $15, then shim your scope. I just did this with a Diana 350, so far, so good.
Get the trigger mod of your choice, then shoot it a LOT! Haven't tried Rich's insert (YET), but I really like Bob's gold trigger. Check out Straight Shooters, they have a pellet sampler that is fantastic. Much better than the RWS or Gamo samplers, something like 15 different pellets.
Far as I know, Bob doesn't do the barrels, although I'm sure he can install one. Again, the stock barrels are better than they get credit for. That said, I intend to install one of Rich's .177 LW's on my CFX soon, but that's all part of a major conversion. NOT economical, but I'll have a custom gun when done that will be uniquely mine.
The only other suggestion is to give in to the addiction right from the beginning, and start shopping for your next rifle :-)! Or at least start setting aside some money for it. And if you get the least bit serious, get a chronograph. On that subject, despite what Gamo says, the CFX is NOT a 1000 fps gun, at least not with anything that's of any use. With 8-8.5 gr. pellets, real work velocity will most likely be in the 800-900 fps range. Good luck, and check in often.
Dave