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First the obvious info:
NVidia graphics tend to beat ATi and others for quality, reliability and availability.
Now the more obvious
When you buy RAM, consider that your motherboard of choice may be flash-upgradeable to support faster FSB speeds. Even if you're only going to run a 333mhz FSB right now it may be advisable to buy 400mhz or faster RAM ( this advice from someone who is currently running 400mhz RAM @ 200mhz )
( this kinda assumes you'll be using an AMD Athlon, but then, if you're home-building you'd be a fool to use anything else for performance/price reasons ) ( good case for a C3 if you need quiet/cool/unobtrusive )
Check there are WHQL-signed drivers for your hardware if you plan to run a Windows OS on your machine.
Just avoid cheap parts. Especially so when they tie you in to certain OS's, or into using old tech like PC133 RAM ( a lot of cheapo motherboards need this )
Think expandability. More PCI slots and USB slots than you need is a good thing.