Thought I'd throw in my .02 since I've built a few comps for self/ family/ friends. Hardest part is making sure that all the bits are compatible, especially if you're bargain hunting, IMO. Assembling computers now is really easy (especially since power plugs are now unidirectional, and you can't invert them [goodbye 3.5" floppy drive on my first build]), though if you're not comfortable with just watching some youtube videos on harder bits like properly attaching the cpu heatsink, a friend that has done it before can help vs having to pay to have it assembled.
Newegg is good, I like em. Desktop is the way to go if you're gaming for sure.
On processors, AMD seems a bit better price/ performance now, especially with the full build cost, as the motherboards are a bit cheaper for the same quality. Intel is more efficient, powerful and has more headroom if you're overclocking (not something you'll likely do). You'll probably be more video card bottlenecked than CPU in games. I went AMD on my last build, notice a bit of slowdown on very CPU intensive games (fast forward in shogun 2 with huge armies) but not much. My Intel i7 friend doesn't get those slowdowns. Anything in the 150-200 range is a good processor normally - just so you don't go the Celeron route or something.
Video cards, I'd probably go Nvidia right now. AMD and Nvidia are pretty competitive in price and performance and specs right now. Nvidia has a bit better drivers, tend to have a bit better game support, and in rare cases PhysX in games is nice. If there's a good deal on AMD its close enough I'd go that route. Most vid cards in the 150-200 range seems to be where they start marketing for gamers. the Nvidia 560 mentioned before should run things well, my 460 runs all current games at very high that I play (including witcher 2, but no ubersampling). That and Skyrim will be vid card killers, so if you have a component you spend an extra 100 on (so more in the 300 range), I'd stick it here.
Mobo's - just be sure it fits your cpu type and if you plan on SLI later its a thought, but I wouldn't bother with that. ASUS, EVGA, ABIT are pretty good brands off the top of my head. Might look for ones that have SATA 3, as its starting to be useful. Usually good mobos will mention their capacitor quality.
Ram- its cheap, so 4GB is what I'd grab. DDR3 1600, most any brand. Some systems are just starting to use more than that, so 6-8 GB could be useful, but its cheap and easy to add later too. Might want to check motherboard compatibility (some vendors hate certain mobos oddly) but that's rare.
PSU - easy to skimp on, but I'd advise a good brand. You don't need huge power if its a good quality, and it won't melt down. Corsair is making some great ones, Antec has some nice ones as well. Most any that are 80+ bronze certified will be good, but there's occasional stinkers (like OCZ's older PSU's). probably 450 -500 watts will do for most computers, but there are PSU calculators that help. If you go cheap, buy a higher power rating, and cross your fingers.
Case - anything metal and with 120+ mm size fans is generally good, tooless tends to be another sign of quality. I like the Corsair 600t's that are on sale atm at newegg but they are pricey. Antec, Coolermaster also makes good cases. Lian Li, though they look different. Mid ATX size is good, if you get a huge vid card, you might make sure the case is long enough. You can go cheap on cases easier than most things, though it might end up a bit loud/ hot / annoying to install.
HDD/ SSD - small (40 ish gig) boot SSD + big (750gig-2tb) storage HDD is a great way to go if you like snappy performance in booting and applications, but rarely will matter in games, so you can skip the SSD if you don't want to drop another 150 on them, and just use a good 7200 rpm HDD as your main. If you do go with SSD's, OCZ vertex /agility (to lesser extent) are good, as are Intel M SSD's. A lot of people that go the SSD route love them and think they're a huge upgrade in desktop responsiveness.
Optical drive- cheap is fine, but can be noisy. I grabbed a liteon iHas524, and like it a lot better than the cheap one I used to use. No more spinning noise of doom.
Moniter - if you don't have one. Grab an IPS type pannel instead of a cheap TN if you can. Elemental WoM looks so much better on my IPS than my TN, even though I have both well calibrated. Color richness and view angles FTW.
OS - ya win 7. You can go OEM (systembuilder license) if you want to save a bit of cash but then your license is forever tied to that computer- or at least is supposed to be.
Newegg keeps doing those Kaspersky Antivirus free after rebate deals, could be worth it. Saved me from a couple flash-based trojans this year that windows defender let through.
Other things? You probably won't need extra fans or heatsinks unless you're doing something advanced or get a weird CPU. A decent set of headphones can give a bit of lift to music and such in games that cheap desktop speakers can't do, even if you're on your mobo sound card.
Wow that was long. Hope some of it was helpful at least, I'm sure once you decide on things more you can post a list and people can help more. In the end, after all that, some of the prebuilts aren't all that horrible in price or performance. Just depends on how much time you want to put into looking around and building vs how much you'll save. Good luck!
