Oh, and another thing to do might be to go to dell.com or alienware.com and see what they are offering. Usually if you just buy the components that come in their PCs you will usually get the latest and greatest.
Watch out when you buy a motherboard, CPU and memory. There are different kinds of each, and a motherboard only supports one type of chip and memory. Different types of CPU include:
Socket 478/423
Socket 370
Socket A
Slot 1
Slot A
Different types of memory include:
PC100 (old)
PC133 (old)
PC800
PC1600
DDR200/266
There are many kinds. Just make sure that you have an adequate power supply (at least 350 watt), and the motherboard supports the type of CPU and memory.
Just do a lot of research before you actually buy each part. They are constantly coming out with new technology - they just came out with a new GPU w/AGP 8x support!