Just built 2 here last week.
My research found the best prices were newegg & mwave.com
Mwave will let you select Mboard, cpu, ram, cpu fan & will install all above & test it for 9$. Which is a great insurance policy for 9$ IMO.
Add Hd, cdrom/rw/dvd Video card, case, etc.
Read motherboard manual before putting it in case.
Its really not hard.
When building I like to start with just HD/cdrom, mboard/cpu/ram, & video.
Get it booting, check cmos, install windows, then any chipset drivers.
Add one piece at a time after that.