Its actually pretty simple.
Go to tomshardware and take a look at the benchmarks. They test everything.
Choose each part on separate, comparing it on the benchmarks. I always go for the best cost/performance.
After that, buy those parts individually in a store, or online, like amazon.com, where you can get the best possible prices. Free shipping for those in US.
Then you can either mount it yourself, its pretty easy. Comes with manuals and everything. I always mounted myself all my rigs in the past. Theres nothing like the sensation of unwrapping your brand new parts and putting it together, you feel like 12 years old, mounting up your new toy.
After that, throw some windows 7 64bits, cos its the best SO at the moment, and you wont have to worry about drivers (it installs everything by its own), and get ready to play some games.
IMHO, so far the best buy is:
I7 920
6gb ddr3 corsair 1333mhz (3x2gb)
Asus P6T
Corsair 600w PSU
GeForce 250gts 1gb
Seagate Barracuda 1TB 7200rpm 32mb cache
You can get this rig for near 700 dollars.
For your screen, any 22" LCD is good enough. If you have money to spare, go bigger, but the 22" is at the moment the best cost/performance.
When buying a case, go large, as large as you can. Best airflow will make sure your parts lasts longer before collapsing. New games requires a lot from the parts, making a lot of heat. You'll have more room for the cables and parts, more room to move your hand around when changing something inside. Nowday's VGA cards are quite huge, so if you buy a small case you might have problems installing your memory or hdd.
