Getting a good case for cooling is only important if you plan on overclocking, otherwise, a cheap-mid-range case with 3 fans other than the one on you CPU and in the PSU is enough. Post your budget in a post and people will give you a build. A mid-range Pentium based PC today looks like this:
P4 2.6GHZ C series
Abit IS7-E motherboard
512MB of PC3200 DDR RAM. Crucial is good value, Corsair, OCZ and Kingson are also good.
Graphics card - the most important component for a gamer, the following cards are good, arranged by price: ATI Radeon 9600, ATI Radeon 9600Pro, Radeon 9500Pro, Radeon 9700, Radeon 9800, Radeon 9700Pro, Radeon 9800Pro. The first five cards are better value than the Radeon 9700Pro and 9800Pro. The Radeon 9500Pro, 9700, 9700Pro are discontinued but are still high end, the 9500Pro is a great deal if you can find one (but those are rare).
<b><A HREF="http://www.multiplaycity.com/diy1/005/intelhsf.jpg" target="_new">I'm an Intel fan</A></b>