I have a affiliation with Intel, so I get their hardware cheaper than retail pricing. I'm aware of the internal 2x U2 ports & M2 vertical slot (All support 4x NVME), but I avoid them because as far as I know the U2 ports borrow PCIe lanes from the PCIe slots. The other complication is again, price. Any NVME drive typically is much more expensive than a ordinary SSD. I need lots of slots because I plan on shoving a ASUS ThunderboltEX-3 card, 2 Titan X Pascal cards, the 9341-8i raid card, and a Intel 750 card.
The fastest cost-effective 1TB M2 SSD, the Samsung PM961 Drive is very difficult to buy anywhere. I'm using a Enthoo Evolv ATX case (there are 0 drive cages "per say"). But I'm still waiting for parts before I finalize anything. I also have a water block for the 750 drive, however, I dont really think it will change the thermals of the card by much. As a temporary fix, I'm using rubber bands between 2 sets of 4 SSDs. In fact, the only thing that gets heat build up is the RAID card itself. Depending on where the GPU's go, will determine what kind of cooling solution I will use on the 9341 raid card.
Interestingly enough, boot up time is about 5 seconds with the RAID card (by itself), much faster than the PERC cards (~30 seconds) I use in my rack servers. Either that's because SSDs report to the RAID card faster, or they optimized the firmware on the RAID card. I selected specifically the LSI card because of their track record with providing dependable software/firmware. Where I've read online about complications between highpoint, or Adaptec. Kinda hard to compete at $100 for 8x sata RAID card though.
Edit: I will probably run the tests again, and see what sort of CPU utilization I see with CrystalMark/ATTO (RAID is software-based from what I understand) with the Broadwell Extreme 6850K 6-core I selected. (For single threaded performance, 3.6GHz stock, 3.8 GHz burst)
Edit 2: I looked at numerous ways of using M2 drives instead of SSDs, but typically M2 drives have reduced performance, and there's alot less competition for pricing. Your basically looking at Samsung, Crucial, Sandisk, or OCZ. Most price-competitive M2's I found where at 480gb, which would require double the amount of drives.
Edit 3: I did find this page from another enthusiast where he bought sheet metal pre-holed, and used slices of it to create a "Drive Cage": https://forums.servethehome.com/index.php?threads/anyone-with-4-x-samsung-840-pros-on-raid5-with-lsi-card.1610/page-3