If you're from the US, definitely check out newegg.com. Even if you're not from the US, the reviews are very helpful. Another good place to buy stuff for your PC is from zipzoomfly.com
PCs are very easy to put together. All you need is:
Case (with lots of fans and a good power supply (at least 450 w))
Motherboard
CPU with a good fan (AMD Athlon for the most for your money)
Memory
Hard drive
CD/DVD drive
Video card
Monitor
Mouse
Keyboard
Speakers
And that should get you up and running. Of course, you need to make sure everything is compatible with everything else, but it's not hard. Everything pretty much pops into place when you have all the parts. I've never had a pre-built PC. All mine I've built myself.
I'd recommend Asus for your MB. I've had the least trouble with them. Good luck.