Not bad.
I would have gone AMD myself. I just assembled a P4 2.6c and I think I am beginning to see why I have never owned a Pentium machine before in my life... this thing, with 5 case fans, is still like a space heater! It warms up my whole room in the middle of winter... I forsee problems with cooling come summer, though right now the temp is steady and low.
Anyway, where are you buying your parts?
I can reccomend newegg parts.
What would you like/need?
Over all I reccomend the MSI GeForce FX 5950 Video Card.
Over all I reccomend the Western Digital "Raptor" 10,000 Serial ATA (if you have that option) hard drive, else I reccomend the WD 8mb 80GB drive.
Over all I reccomend Geil Golden, Corsair XMS, and the next most expensive DDR 400 (that's 200 mhz, though being marketed as 400 mhz it is called "DDR 400, PC 3200") RAM.
I really have had good experiences with RAIDMAX cases. They are strong, appear to be well built, and have very little over-all flex to the body. They weigh in moderate, but use strong material.
It's up to you though, ultimately.