Building a pc is really pretty easy these days (which to my mind has removed much of the fun). Working in the IT industry and having worked in the component level of the industry for many years as others have stated it is pretty hard to go wrong.
I would be starting by building an idea of what the PC is for - web surfing / games / work?
Then you can guauge the level of componantry you need or can justify. Personally I would be looking for a good quality case, that will support a number of hard drives (you can never have enough storage) with a motherboard that has good I/O (so loads of USB (preferably USB 3 poirts)) and a good memory footprint (8-12Gb). these days the processor is not the be all and end all - in fact i tend to ignore the processor most of the time and focus on memory - but I tend to run memory capped workloads.) The place where you can easily blow the entire budget is on the graphics card, but unless you are building a gaming PC of something for serious graphics work then you may easily get by with the onboard graphics on most midline motherboards, but remember that these often share the memory so allow for that in your design.
MSY is a good place to start but have a look at static ice -
www.staticice.com this is a search engine for parts and type in what you want and you will see a long list of suppliers for that part with their prices.
