I'd go with an ASUS A8N Deluxe socket 939, but that's only because a few hardware review sites use that board when evaluating other components such as cpus and video cards. I figure that if it's good enough to be used as a constant when reviewing other stuff, it's probably good enough for general use.
The memory is probably going to be fine for now, but eventually you'll want to get 2x1gig sticks of pc3200.
Nothing wrong with that cpu, but check price/performance before buying because you might be able to get a faster cpu for not much more, depending on how the prices are when you buy.
Nothing wrong with the power supply unless you go for an nvidia 7800 or ati 1800 card.
Speaking of video cards, I think I'd probably go for an nvidia 7800GT at this point. Yea they cost a lot but they're a lot faster than the x800 and 6800 series cards. If not the 7800, then I'd go for the newer nvidia 6800GS which is reasonably priced and pretty fast.
Check out
http://www.hardocp.com for various hardware reviews. Also check out
http://www.anandtech.com and find their buyers guides. They price out components for low, mid, gaming, and high-end builds.
