Also check this out, comes in 3 parts. They come from Newegg's Youtube channel.http://www.youtube.com/watch?v=lPIXAtNGGCw
This is one of the most helpful video series I think.
Part 1 is picking components
Part 2 is the actual build
Part 3 is installing all the drivers and software et...
Should show almost everything, if not absolutely everything you need to build your own
Well worth the watch.