What benchmarks should I run?

I will be receiving all of my parts from Newegg in the next couple days and am wondering what free benchmarking software I should download/run to test my system out?

I'd like a brief explanation of why you are recommending the software of your choice and to explain what element(s) it will be testing.

Also, is there anywhere that let's you fill out a form and plug in your parts that will give you a baseline of what scores you should expect for different benchmarking applications?

Thanks!

prime95 - stresses cpu and makes sure it's stable
memtest86 - stresses memory, again making sure it is stable w/o errors
3dmark05 / 3dmark06 / pcmark / vantage - benchmarking for both GPU and CPU

As far as the third question, the only thing that comes to my mind is "pcmark" it will give you in detail what your new hardware is rated at and it compares it to others.