[fortyseven]

Personally I would start with the CPU. That would narrow down my choice of motherboards slightly. I would then look at what I need from a motherboard such as PCIe slots, USB or FW ports etc. That would narrow down my choices even more.
Then its simply a case of getting RAM, a HDD, a case, PSU and various other odds and ends.
Good luck, Tony. Let us know how it all works out for you. Scream if you need help.