The Internet is the best tool imaginable for researching computer parts! There are so many energetic and talented people willing to share their knowledge and opinions it is almost too much fun to do the research. At some point you have to make some decisions.
Your mileage may vary, the fun of building my computer is I get to make the decisions!
The first decision I wanted to make was which CPU, an AMD or Intel? Had I made this decision in 2005 or 2006 I probably would have picked AMD. But currently, Intel looks like the "sweet spot" leader and since I like Intel I decided to go that route. Of the many flavors, the Core 2 Duo looked best for my purpose. It comes in 2 major categories with 2 options in each category. The Intel E6600 is in the higher (more performance category) but is not the top (most expensive) option. It has 271 million transistors.
Once I picked a processor I could research motherboards. The Gigabyte 965P DQ6 model looked really nice. Once I decided on that I spent a long time researching cases.
The aluminum Lian Li PC-60A Plus II had my name written all over it. This was a great decision. A good case makes every part of building a PC easier and more enjoyable.
Before I picked a power supply, I wanted to pick a video card so I could check its power draw. Usually, there would be a tough decision here but for what is probably a short period of time, the lower memory version of Nvidea's 8000 series video card seems made for this system. The LCD I plan on using it with is 1280 x 1024 dpi and this is well within the capability of the 8800 GTS 320 Megabyte card. I got the eVGA version, it comes slightly overclocked from the factory.
Next up was researching a power supply, I chose a 600 watt modular Seasonic. It is nice.
Pretty much the remainder of the items needed were a CD-Burner, a DVD-Burner, a couple of hard drives (I wanted to set these up in what is called a mirrored Raid - more on that later), a couple of 1 Gigabyte memory sticks, a floppy drive, and Windows Vista (Home Premium Edition). I added a few more goodies after I got all that working, I'll explain those in a bit.
I ordered the parts from only a few places to save on shipping. In general, my favorite "parts place" is Newegg.com. They have great prices and the user reviews are very informative when you are researching something. But no one store can be best at everything. I wanted to get the latest revision of my Gigabyte motherboard (Rev. 3.3) and the only store I could find that was explicitly selling this revision was ClubIt.com. Gigabyte's motherboard web site had a list of "tested compatible" memory sticks and so I wanted a specific model number of either Corsair or Kingston memory -- ZipZoomFly.com had the exact kind I wanted for a good price. I found a CD Burner that I liked at eBay (after carefully researching the user feedback of course). The extra goodies I got for controlling the case fans, lighting the case, and for making the cables look neater came from PerformancePCs.com. They have lots of neat things for PCs - browse the site for some ideas. Finally, the KVM switch that allows me to use my existing (k)eyboard, (v)ideo display aka monitor, and (m)ouse came from Provantage.
Bottom line: I ordered a lot of fancy stuff, it all came on-time, well packed, as advertised and it all worked. Your mileage may vary and I use other online stores too -- but if you stick to reputable companies like these, your chance of a problem is reduced and your chance of resolving any problem you do have is improved.
Ready to start assembly!