I agree with ubernoobie, I'll save him a little time and post the parts here
Intel Core i7 920 Nehalem 2.66GHz 4 x 256KB L2 Cache 8MB L3 Cache LGA 1366 130W Quad-Core $279.99
http://www.newegg.com/Product/Product.aspx?Item=N82E16819115202
ASUS P6T SE LGA 1366 Intel X58 ATX Intel $189.99
http://www.newegg.com/Product/Product.aspx?Item=N82E16813131386
OCZ Platinum 6GB (3 x 2GB) 240-Pin DDR3 SDRAM DDR3 1600 (PC3 12800) Low Voltage Desktop $143.99
http://www.newegg.com/Product/Product.aspx?Item=N82E16820227381
ASUS EAH5850/G/2DIS/1GD5 Radeon HD 5850 1GB 256-bit GDDR5 PCI Express 2.0 x16 HDCP Ready CrossFire Supported $259.99
http://www.newegg.com/Product/Product.aspx?Item=N82E16814121349
SAMSUNG Spinpoint F3 HD103SJ 1TB 7200 RPM 32MB Cache SATA 3.0Gb/s 3.5" Internal $79.99
http://www.newegg.com/Product/Product.aspx?Item=N82E16822152185
Intel X25-M Mainstream SSDSA2MH080G2C1 2.5" 80GB SATA II MLC Internal $289.00
http://www.newegg.com/Product/Product.aspx?Item=N82E16820167016
Antec TruePower New TP-750 750W Continuous Power ATX12V V2.3 / EPS12V V2.91 SLI Certified CrossFire Ready 80 PLUS BRONZE Certified Active PFC $99.95
http://www.newegg.com/Product/Product.aspx?Item=N82E16817371025
LIAN LI Lancool PC-K62 Black 0.8 mm SECC, Plastic + Mesh ATX Mid Tower $119.99
http://www.newegg.com/Product/Product.aspx?Item=N82E16811112239
LITE-ON Black 24X DVD+R 8X DVD+RW 8X DVD+R DL 22X DVD-R 6X DVD-RW SATA $28.99
http://www.newegg.com/Product/Product.aspx?Item=N82E16827106289
Microsoft Windows 7 Home Premium 64-bit 1-Pack for System Builders $109.99
http://www.newegg.com/Product/Product.aspx?Item=N82E16832116754
I didn't know whether you're gaming, crossfiring, or what your res was so I just made a general build to fit your "several grand" budget. The link in my sig has some questions that you can answer if you feel like this build doesn't quite fit you.