I haven't read all the posts, but unless you're willing, you might want a package deal or something. Picking the parts out individually can be very tedious, especially when you have to consider compatibility stuff.
Here's a hint: the motherboard is key. pick that out first. then pick out processor, g-card, RAM, drives, etc. and don't go cheap on the case. less money = poor quality. in fact, I think the case is so important that you shouldn't buy it online. shipping is way too much, and you can really get a look at it. before you decide, take apart some computers, take a look at how everything is organized, and how some cases are better/worse than others. if you have a good case, you will be grateful when doing the wiring.
^haha, long hint.
EDIT:
i forgot, DON'T use the cheap thermal paste that comes with the processor or the motherboard.
Something like this is worth the money.