If you tell us your actual budget or budget target, we'll get you a dialed-in system put together. As far as assembling and getting it up and running, there are a good number of guides available here on THW as well as tutorials on Youtube if you're a visual learner.
For the case, what details are you looking for as far as color, size and appearance? Do you plan on adding drives or GPUs in the future? Cooling performance is always important, but what level of noise are you comfortable with? Many gamers use headphones, so don't care about how loud the system is under load, while others are willing to pay a premium to minimize noise levels - are you at either end of the spectrum, or somewhere in the middle?
Building your first rig can be intimidating, but I think you'll find it a rewarding experience, both in a personal sense and in the quality and performance value you gain from cutting out the cost of an unnecessary middle man. The biggest drawback to it is that once you've done it, you want to do it again - it can turn into an expensive hobby if you're not careful