This may sound absurd but have you thought about supporting your local PC stores? and I don't mean Best buy ect (not knocking best buy at all) just meaning that some of the local mom and pop PC stores can order anything that newegg and best buy can get and then some for either cheaper, the same cost, or slightly higher. Really depends on the local store. You gotta keep in mind that if it's a local store with just 1 location, they are reliant on a good reputation, and need to look good in price and quality of service in the community. Also it can't hurt to help support a local store in your local city in this economy. Wether you want to build it your self or not. They also are able to advise you on how to do it RIGHT unlike some companys who are just there to make the sale and after that everything else is either done or they will charge you and will do it themselves but won't teach you how to for the future.
Anyway with that being said, I am not saying you have to buy one from this store, but I just simply wanted to provide the link for you to look at their new systems, Iv owned their highest end system and it can max out just about anything you throw at it.
It's a good thing to build parts off of specifications wise anyway no matter who you actuley buy from.
here's the links to their PC/Radio Sells website below...
http://www.gigaparts.com/store.php?action=search&category=DESKTOP&type=computer&showall=1
Keep in mind their systems cost a bit more because they have them built by their techs on site, as well as they pump in a warranty, but if you are just simply looking to snag what parts they are using, the websites good for that too.
P.S. I don't work for them, and I'm not trying to make a sale for them, and I am not getting paid to give out a link, I was just simply trying to give advice on some very cheap systems I MY SELF have owned and tested as a PC gamer for most of my life. I would love to work at the store but I lack the qualifications, but I still love to shop there. Anyway this was just a disclaimer so I don't get banned from the forums or something =)
On a final note, I just bought a 5000 dollar system and Iv had them up into the 8000 dollar range before, Iv always used a air cooling setup instead of a liquid cooling for several reasons, one being they can sometimes (NOT ALWAYS) but sometimes leak, as well as the solution in the cooling system does not last for ever and has to be changed.
Are you going to be overclocking? if so I suppose go with the liquid cooling but I am not 100% positive, as I am not into overclocking, but to each their own