I built my first computer few years ago. I think this methodology could help you out too.
1. Start with the recommended specs for the games you want to run. When I built mine, I was planning to play Battlefield 3.
2. I bought a Nvidia gtx 570 (an upper-middle graphics card that could run Battlefield on ultra settings) so I could have decent graphics for a while with future games, and when it comes to upgrade again, I can just buy another one and use it SLI.
--> Also, some really high end graphics cards will overheat and strongly recommend a water cooling system. Google every component you're looking at and look at forums. It'll help you get a feel for what you should be prepared for.
3. From there, look up the power supply the SLI setup would require (So I know I won't have to upgrade the power supply unit (PSU) when I get the SLI setup). Also, make sure this fits in the case you buy.
4. Then I found a 2nd generation i7 CPU (This was before the 3rd gen Intel processors came out. Although, unless you do a lot of video or picture editing, I don't think it is required to get an i7. I hear i5 is the way to go if you want to save some money while building a gaming machine.)
5. After that I got a motherboard that supported SLI and the CPU I wanted. Make sure the motherboard will fit in the case you buy! I didn't consider this when I got mine, but luckily it still fit perfectly.
6. Then of course, there's the hard drive, but anyone you choose should go fine with the rest of your components. If you want to record your games, I hear the best setup to do is running your game on a SSD and the recording program on a separate, high capacity HDD.
You can see on my profile on TechSpot what specs my computer ended up with if you want to look at similar specs.
Also, do a lot of Google searching about the products you are getting. Look on Amazon for their reviews, benchmarks, etc.
Good luck!
