Go cheap on the case if you want, but get a very good quality psu. You don't want the possibility of a psu issue, especially for a first build.
Corsair, Seasonic, PC P&C, and Antec are good units to start with. FSP if you really have to be cheap.
I'd try to get a GTS 250 or an HD4850, other than that looks solid. Oh, yeah, 4GB RAM.
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Reply to smithereen
I think it would be good if you could tell us what are your expectations and budget to make sure the recommendations go the right way.
The 4GB would be a generic good improvement.
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Reply to Zenthar