I gotta second the recommendation for Newegg.com. I've dealt with them a lot, and they're a real class act.
For example, I ordered an oem copy of XP to use with a computer I was building a while back. And I made the mistake of setting the disk down on the floor by my chair...And like a lot of people, I lean back in chairs.
So next thing you know, I had set the leg of the chair back down on the cd and totally ruined it. And even though they didn't need to (and I think perhaps weren't supposed to) they replaced the disk for me free of charge. Great company whenever I've dealt with them.
Their prices are very good, but not always the best; so if money's a real factor to you, then do shop around. Another really good site to check out is pricewatch.com.
There's also a site called spoofee.com that while not being computer specific often lists great deals on computer hardware.
One thing that I can't stress enough is that if you do decide to go with a store-bought pc, get the best warranty you can.
I worked for a company that handled support tickets for Dell, E-Machines and a couple other companies for a while, and...Well ok, to give you an example, a tech support guy for one of the companies we supported said that one of their laptops going a year without needing a new motherboard was "pretty good."
Trust me...If you have a change of heart about building your own, please make sure to get a good warranty.
Some other things:
Be aware that the stock cooling that comes with whatever cpu you get, as well as the stock fans that come in the case you buy are liable to be noisy. Some people mind, some people don't...I mind.
If you don't want to mess with liquid cooling, you might want to buy a case that supports 120mm fans. 120mm Vantec Stealth fans are a good way to go. I put a couple in a machine I put together a while back along with a Zalman cpu cooler, and it was very quiet while still keeping everything cool for a reasonable price.
Power supplies, harddrives, and graphic cards can also be a real contributor to noise, and it won't matter how quiet everything else is if the fan on your PSU sounds a jet engine.
Speaking of power supplies - they're a part that you don't want to skimp on. A junk PSU can potentially damage other components. And some power supplies may claim to be, say, 600W, while in reality that's a measure of their potential max output and not what they can put out sustainably.
So try to go for something of decent quality, and make sure that whatever you get will put out all the juice you need. And the more overhead you have the better, as you don't know how much power that next beefy video card will need.
http://www.devhardware.com/forums/power-supply-units-98/how-to-choose-a-power-supply-94217.html has some good information on brands to look for and those to avoid, etc.
A lot of it is just attention to detail when shopping, I suppose...Making sure that the cpu/ram/videocard/etc you're looking at are compatible with the motherboard you want, that the powersupply has enough connectors and all the kinds you need, remembering to buy any cables that might not come with components you buy, etc...
I think when possible it's a really, really good idea to not buy a single component until you have every last one picked out. You don't want to buy a few sticks of ram only to find out that they're not compatible with the best motherboard for your buck and have to buy the motherboard around the ram, etc.
I have no idea how much of a factor cost is to you, but be wary of getting something you can't really afford because you will be able to afford it after you get that great rebate that was part of the offer.
Rebates can be tricky (i.e. a real pain in the --- ). Expect any rebate to take months to get there, to possibly have the company who sold you the part claim they never got the rebate form, and be prepared to possibly hunt sometimes fruitlessly for a number or e-mail address where you can contact someone about it. It's great when you get a rebate and it works out; but expect that money to be gone for a while, and to possibly have to really fight to get it.
Beyond that, I highly recommend being very patient and taking lots of time with it through all steps of the process. Shop around a lot, for everything. Check numerous vendors (and their reputations). Read all the reviews you can for all parts to make sure that awesome deal isn't for a piece of crap that'll give you nightmares later.
And when all the components have finally arrived and you're ready to throw them all together...Once again, take your time.
Unfortunately, a lot of the documentation that will come with your parts might suck really bad.
Some things are really simple mechanically and don't take much to figure out.
Other things, like the heat sink/fan for your cpu can be tricky, and that feeling where you're trying to push something into place and it seems like it's taking way too much force to the extent that you're afraid of damaging something sucks. Just be patient and take your time with it...You know, make sure you're putting the ram in so it's keyed right and the notches in the stick match up with those in the slot, make sure you apply thermal grease to the cpu before you attach the hs/f, etc. Take it slow and you'll be golden.
That's...I mean, there's a great deal that can be said about it, and I'm afraid I may have rambled on for longer than you wanted and said things you might already know anyway.
But I hope it's been helpful, and best of luck to you.
Oh, one other thing that's related, albeit a bit off topic.
I highly recommend that once you have Windows (or whatever) installed and configured the way you want, and you've installed your must-have programs, you download and run a program called Drive Image XML.
It's free and comes on the Ultimate Boot CD (google).
It's free drive imaging software that will make an exact copy of your hard drive partition so that if you get a virus that tears up your Windows install or whatever, you can restore it to exactly the way it was at the time you made the back up and do so very quickly compared to having to reinstall/configure xp and your programs all over again.
Whereas installing Windows/turning off non-essential services/changing wallpaper/theme/installing a firewall/anti-malware software/key programs/etc. used to take the better part of a day, it now takes me less than 45 minutes.
So that's something else you might want to do that will save you a lot of work in the future.
Ok, I'm done now, seriously this time. Best of luck to you once again.