I don't have a good video tutorial bookmarked (although I'm sure they exist) but the following sticky is a pretty good guide:
http://www.tomshardware.com/forum/274745-31-step-step-guide-building
It really is pretty easy. The only part that is marginally difficult is installing the CPU cooler because of the thermal paste but even that is pretty simple. If you apply "aftermarket" paste I recommend the "grain of rice" method. If you read a tutorial that tells you to use a credit card to spread the paste around, don't do that - you're just going to make a mess. Other tips that come to mind...
*use a static strap. static electricity is a pretty embarrassing way for your components to go down
*put the PSU in the case and put the RAM, CPU, and CPU cooler on the motherboard before you put the motherboard in the case.
*don't over-tighten your screws - especially on the motherboard and the cpu cooler. You need them to hold but you do not need to crank them down as tight as possible.
*double and triple check that power cables go where they're supposed to go. The motherboard needs two power connectors, the video card needs two power connectors, and the hard drive and optical drive use one power connector.
*the motherboard and graphics card will come with driver disks but there are drivers that you can download from the manufacturers' websites and they're always better.
*spend some time on your cable management. it's worth it.
Most of building a computer is putting plugs in the right holes and figuring out which screws are which. The manuals will tell you where everything goes. Feel free to pm me or post in this thread or make a new thread if you need any help.