if i were you, i'd do some more reading. there are a lot of good lists and benchmarks available online.
http://www23.tomshardware.com/cpu_2007.html
that link will allow you to pick two processors, and compare them side by side. although it isn't as complete as i would like it to be, it will still allow you to get a good idea of how things will perform.
and that list sam mentioned is in his signature will help you get a good idea about what power supplies to look into. it's a list that goes from best to worst. i'd suggest something from tier 1, z, or 2. but if you don't want something too expensive but still puts out huge power, get an Antec NeoHE or an antec earthwatts, or even an Enermax Liberty. those 3 are tier 2, and are priced well.
sam originally found that and posted it to me a little while back. it really came in handy :3. kudos to you sam
that will take care of two parts you don't know much about...
motherboards are difficult to find. you have to find one that has good reviews for the most part and has the slots that you want. if you want to game, you'll want a board that has at least 4 memory slots (ddr2 800 or PC2 6400 as it is also known, or better. you can get 1066mhz, or even faster. hell if you can find one, get one that has ddr3 ram slots. that stuff is FAST.) and a pci-e 16x slot or two. two if you want to go SLI, a.k.a. use two graphics cards at the same time, and make sure that it has plenty of SATA 3.0gb/s slots so you can hold those huge hard drives you want.
the makers you'll want to look at are Gigabyte, ASUS if you find a good one, ASRock, and perhaps EVGA. make sure to watch out for if it is MicroATX or regular ATX. regular ATX mobos are better for gaming, and give you more room to work with.
those are probably the better brands at the moment. i'm having trouble finding my own motherboard that i want. i'm looking at the nforce 650i board for my own purposes.
so that takes care of the motherboard then. in regards to compatibility, you really only have to look to the motherboard for help. it will tell you what it can hold. and if you're not sure, look at newegg.com and check the "specifications" tab. that will tell you everything it has, and all the features it has.
from here, find a good case, and you're good to go because you already know your OS and hard drives.
if you want a quality case, look into some of the Lian Li brand. they are top notch and have some very nice cases. a lot of them will come with several fans. the best fan size is usually 120mm. they're quiet, and move plenty of air. about 3 fans is a good start. but you can feel free to add more if the case will allow it. it's always good to pick a case that you know will support another fan or two. and again, make sure that it is full or mid tower ATX, or your board will not fit.
if you feel dangerous, you can cut a hole for another fan yourself. but i doubt you'd want to ruin your case.
