Just a few general tips:
#1 - Get help!
Not just advice from someone, but someone to help you actually build it in-person and who knows what to do. Especially since it'd be you first rig, this aid is invaluable; some parts are quite sensitive to static shocks (the processor) and/or a pain-in-the-ass (the thermal conducting paste for the processor and the heat sink), so the value having that extra person there to help as you do it and guide you can not be understated.
#2 - Start with the motherboard and/or processor.
The motherboard is the one component which every part of the rig will plug into, so it's more or less a no-brainer. Your specs and limitations will be closely tied to it. This goes hand-in-hand with the processor, as each motherboard can usually only support only one type of processor configuration. Just make sure they match.
#3 - Get a decent case.
This is something of a long-term investment advice, but the only piece of your rig which will endure almost indefinitely is the case it sits in; in other words, it's unlikely to become outdated. If you get a large one (if it can support E-ATX motherboards, it probably can support any kind of motherboard) with good air flow, you're more or less set.
#4 - Get a decent power supply.
This is again for the long-term, though less so than the case. Gaming is more taxing on PCs than many of the other functions, and running options like SLI, Crossfire, RAID, and TRIM (basically SSD-RAID) are especially taxing on the power supply. Get one which can support a much larger watt output (600W would be about minimum, 700+W is better) and you'll be ready to try those out if it ever comes to pass.
#5 - Get both an SSD and an HDD.
The SSD is your "system" harddrive, install your operating system off of it and watch your PC boot up in a matter of seconds. These things are crazy-fast for the access speeds.... but their storage space is quite lacking (if you want an reasonably priced one, that is); get at least a 60 GB one, though going for double that isn't going to break the bank. HDDs are slower, but can hold significantly more data; 1 TB is both easy to acquire and afforable, and you can easily go for more. Where to put your games is a matter of how much space they take, and unfortunately programs like Steam don't quite offer the option to store games on multiple drives; I'd suggest the HDD for Steam and such, but games with individual installs can go wherever you see fit
#6 - Get better-than-stock cooling for your processor.
This is mostly because the heat sink processor come packaged with (and why the box they come in weighs as much as it does) is often... lacklustre. It doesn't have to be liquid cooling (though there are nice pre-assembled ones for that), just better than that tiny piece of steel(?) the processor comes with; it's also often not that expensive.
#7 - Get as much RAM as you can get.
Compared to other parts on your system... RAM is cheap, really cheap. However, it's also plays a large role in performance; so getting more of it is a good idea. ~$100 for 16GB is fairly common (and maybe a bit on the expensive side, as far as RAM goes), while most stock PCs have less than half of that (and it shows).
#8 - The graphics card is quite possibly the least important part of your future rig, but it will be one of the most expensive.
To be perfectly honest, I think too much value is placed on graphics cards these days; the increases in performance they offer is nowhere near the increase in price, and the top models are often far more costly than they should be. If you have to cut the budget on anything, go for the graphics card. You still want to get a nice one though, assuming you'll be playing games on your PC; just remember that the the cost-to-benefit ratio isn't very good with top-end cards, that and you can always upgrade later without much trouble. In the case of EVGA's cards, get the "Ti Superclocked" versions if you can; these cards are more expensive than the stock versions (not by much), but are over-clocked out of the box (and come with built-in cooling on the card itself) and usually put out more than double the amount of VRAM stated on the box. Mine's rated at 4GB (I think, been a while since I checked), while the box says only 1GB; this is on a GTX 560 Ti.
