First up, do your research. The trickiest part about building your own PC isn't the physical construction, it's being aware of what parts you're actually going to need. I had a guy at work the other day who was all set to buy an Asus X79 Sabretooth motherboard (because he heard the X79 chipset was good) with an i7-3770K processor (which again, he'd heard good things about) - until I told him that they wouldn't fit, because one's LGA 2011 and one's LGA 1155.
Set your budget, shop around, and find a couple of possibilities for each component because one will be out of stock somewhere. Don't forget the little bits like cables (most HDDs don't come with them; if you're lucky you might get a couple with the motherboard), keyboards, mice, monitors and speakers; and remember that a legit copy of Windows 7 will set you back at least £100.
And for the love of god, don't cheap out on the PSU.
If you're sufficiently scared of the build process, I've just had a look at that Cougar Extreme site people have been mentioning and their builder looks pretty good. http://www.computerplanet.co.uk has a similar one which incorporates sanity checking, like what coolers will actually go in which cases (Cougar's just let me put a 750W PSU in a build which alleges it needs 850W for the GFX card). If nothing else, they're useful for checking compatabilities.
I'll also mention the same thing I mentioned last time this thread came out - there's a whole new series of Intel processors out in about two weeks, so it may be worth rechecking everything then.
I'm running around speculating for a new system build myself at the moment. I've jotted down something like this (and advise you to do similar):
CPU:
Motherboard:
Graphics card:
RAM:
SSD:
Hard Drive:
Case:
Cooler:
PSU:
Optical drive:
SATA cables (x3):
OS:
Those are the basic bits you're going to need (and you pretty much
are going to need a separate cooler and an SSD if you're gaming). Shove it all in an Excel spreadsheet, find out your components and add it all up. (I've filled out one of these for my planned build; allowing £220 for an i5-4670K and £150 for a motherboard, as wild guesses - nobody is listing Haswell prices yet, the gits - I'm on about £1100; it includes significant overkill that I could scale back on if need be, though (16Gb RAM BECAUSE FUCK YOU THAT'S WHY), and I can trim down even further by buying a couple of bits from where I work and getting staff discount...
Also, sad as it is, most online guides are for Americans and priced in dollars. Parts in the UK cost a
lot more than just a price translated counterpart. Logical Increments (a great site) cites $210 for a HD 7870 right now, or about £138 (says XE); I can't find one for under £175. The $311 (or £205) i7-3770K is nearer £250. $1000 may get you a great gaming PC in the States, but £661 won't get you that much here. That's just the way it is, I'm afraid. (Update: I've just noticed that LI actually has a UK option. XEing the price from dollars to pounds knocks you back about one and a half of their tiers.)
For the record, here's what I came up with:
CPU: i5-4670K £220 (wild guess; maybe £280 for the i7-4770K)
Motherboard: some Z87 thing £150 (wild guess)
Graphics card: Sapphire 7870HD GHz Edition 2Gb Tahiti £174.99 (not quite sure about this one)
RAM: Corsair Vengeance 2x8Gb 1600MHz DDR3 £107.99
SSD: Samsung 840 250Gb £125.99 (could save a lot by going 128Gb, but...)
Hard Drive: Western Digital 2Tb Caviar £71.99 (but need to check RPM)
Case: Cooler Master CM Storm Enforcer £65.99 (really want a Silverstone RV03 £104.99, though)
Cooler: Gelid Tranquillo Rev 2 £22.13, although might need something better to cool Haswell (maybe BeQuiet! Shadow Rock Pro £35.99; liquid SCARES THE SHIT OUT OF ME)
PSU: Corsair HX750 Modular £107.50
Optical drive: Pioneer BDR-S07XLT £63.61 (or ditch the Blu-Ray and just go DVR-S20LBK for £16.50)
SATA cables (x3): some cheapos £1.79; Akasa do a decent one for £4.43, but need to check SATA-III compatability on everything
OS: already got so don't actually need ;-)
All told: £1107.36. That's the cheapest parts from four suppliers (Aria, Scan, eBuyer and Overclockers); factoring in work discounts on some parts can get me down to £1062.06.
If I go all one supplier for convenience, Aria comes out best at £1140.40.