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Two most imprtant things (to me at least):
1. Buy a high quality case. I prefer Antec. This is one place not to cut costs. If you get a budget case, it will likely come with a noisy, unreliable power supply. It will also likely be made of thin flimsy sheet metal that bends or breaks easily and resonates noise. Once you own a quality case, you can use it for many years of upgrading.
2. Pay attention to noise. If you are like me, the noise of a pc can drive you batty. If you use "standard" parts, it will be noisier than the average PC from Dell or Gateway. Most of the noise comes from cooling fans. Speeze and Zalman make quiet case/CPU cooling solutions. Antec and Thermaltake make quiet power supplies.