If you don't fancy building it yourself, I'd recommend a place like yoyotech. They're very reasonable with pricing. If you fancy getting your hands dirty, a fantastic place to order parts from is ebuyer.com. Extremely fast delivery, reasonable pricing, generally top notch service.
Here's my setup with a price breakdown:
GPU: http://www.ebuyer.com/product/199781 - ATI Radeon 5870 - £315
This thing is the definition of beast. It's the most expensive component in my rig and weighed in at half of my total budget, but fuck me was it worth it. I can't even begin to explain how beautiful this graphics card is. It's the fastest clocking card to date. Comes with a free complete copy of MW2. Aren't you the lucky one, eh?
CPU: http://www.ebuyer.com/product/179842 - Intel Core 2 Quad 2.83GHz - £194
I didn't get this exact model, mine was a Quad Extreme with the same 2.83GHz speed. That's a little pricier than necessary, I actually got mine on ebay for about £140. You could go for a slightly cheaper one like this http://www.ebuyer.com/product/164520 if you can't find anything on ebay.
RAM: http://www.ebuyer.com/product/142399 - 2x2GB 800MHz DDR2 RAM - £72
Some cheap 'n cheerful RAM. You could spend a bit more on it if you like, but premium quality RAM doesn't have that much of a boosting effect on gaming. The processor and graphics card are much more important than RAM for gaming, and you'd be rocking the best graphics card there is.
Motherboard: http://www.ebuyer.com/product/152225 - Gigabyte - £30
Again, cheap 'n cheerful, but very solid. Gigabyte boards are very reliable.
PSU: http://www.ebuyer.com/product/176438 - Huntkey 500W power supply - £36
500W is enough to power all this stuff.
Hard drive: http://www.ebuyer.com/product/158860 - 500GB 7200rpm Seagate - £35
I find that 500GB is enough for me. You might want to go for a 1TB one if you like, but we're doing this on a budget, right? Besides, you could just buy another 500GB one later and use 2 at once. 2 500GB drives running in parallel can load data faster than a single 1TB drive because there's twice as many actual needles doing the reading.
Disk drive: http://www.ebuyer.com/product/176026 - 24x DVD/RW drive - £15
About as cheap as they get. A premium drive seriously isn't worth the money unless you plan on burning hundreds of disks. Nobody uses disks any more anyway. I didn't even bother buying one of these, I just ripped mine out of an old, broken PC.
Then it's just a few bits and pieces. You'll need some thermal paste: http://www.ebuyer.com/product/126410 which you smear on the processor when you put it in the PC. This stops it overheating and will set you back a whopping 6 quid.
Finally, you'll need yourself a case. As cheap or as expensive as you like, it's purely aesthetic. I paid £17 for mine and it looks pretty slick. They've got hundreds to choose from.
None of this includes a wifi card. I don't use wifi in my house, it's slower than using a cable. If you want a wifi card, it'll cost you about £10. I just wouldn't bother, personally.
TOTAL COST: £715
You could probably get it down closer to around £650 if you shop around for a better value processor.
Just to put this in perspective, if you use the PC-builder on the Alienware website to build something with equivalent components to these, you'll be looking at a price of around £1,400. Literally twice the price.
I know the prospect of building your own PC, particularly with absolutely no prior experience, can be a little bit daunting, but trust me, it's a relatively simple process made even easier by google. If you have any more questions I'd be happy to help. It's only once you've built your first baby on the cheap that you realise just how much of a disgusting ripoff places like PC World can be.
Oh, and you'll be able to play Crysis on full settings. Trust me, it's lovely.