First off start with a reputable company like newegg or mwave.Look at "Motherboard bundles"
You can do it by picking the CPU you want & they'll give you options for mboards.
Or you can pick the Mboard maker you want, and they'll give you options from there.
The advantage is that you can not choose a system which is incompatable.
You can go as low end or high end as you like.
Just bought a sweet little system for my daughter. Abit KV7 Mboard, AMD Sempron 2200 CPU (dirt cheap) 256 mb of 333 DDR ram. Tested (yes they put the heatsink on, test run it to make sure there are NO problems costs 9 $)
cpu/mboard/ram/cpufan/tested/shipped ready to build 130$.
They put it all in a box & ship it too you ready to drop into a case. Its the easiest way there is to build a box from scratch.
You just need to take your time, read the Mboard manual, hook everything up one step at a time, and viola!