Making a Computer

I'm looking to build my own pc, and I need to know a few things, since I'm not exactly a profesional. In fact I'm pretty new to starting from scratch.

I know the basic needs for a computer
CPU
Motherboard
Video Card
Sound Card
Power Supply
Etc.

Anyone willing to give me important advice for builing my own PC?

Also recomendations for new technology to make sure to include would be nice.
(IE: don't buy a Motherboard w/o PCI Express, or try for SATA cables.)

Thanks in advance.

Okay, got narrowed my Selection for CPU's down
AMD X2 4200+ 4400+ or 4800+, price will be the biggest factor, hopefully I'll get the 4400+, the 4800+ seems out of my range.

And for my motherboard: ABIT AN8 32X NVidia Socket

Now on to Power Supply info and Video Card hunting.