Dude, you haven't actually listed any parts. You've given us the part categories twice.
What you need to do is plan your budget, which you have already, then think about the following:
The main "engine" of your computer - The motherboard, CPU and graphics card combo.
Choose a CPU type/speed. I think most people would say get AMD, but some would say Intel. Buy the best you can afford. Look at the socket /connect type for that CPU.
Now find a motherboard which supports that socket type, clock speed etc. Basically make sure the stats quoted on the CPU match what the mother board can support.
Now find the best graphics card you can afford in your budget. Look for PCI-Express (speed types), AGP, SLI etc. All buzz words. Find the best you can afford, and make sure it fits into your mobo. So if your GPU uses a PCI-Express slot, make sure your motherboard has one.
Next find RAM for your motherboard. Look at what types are quoted as supported by your motherboard. Buy the most amount of MBs, of good quality ram with the highest datarate/clock speeds, that are compatible with your motherboard.
Now find hard disks. Choose how many you want. You're probably best off with one. Look at connection types like IDE and SATA. Find out what connections your MOBO supports. Get the highest connection type HDs that your mobo supports. SATA2 or something. I'm not up on HDs, but preferably not IDE, as that is old.
Getting a sound card, or using onboard sound? Your sound card will fit, no matter what you choose, unless you get a very crap MOBO.
Choose your drives. DVD drive? 1? or 2? One for reading, one for writing. These will be compatible as well, so dont worry.
Choose a case. Make sure the case fits your motherboard, and has enough slots for your HDs and DVD drives.
Choose a PSU. I would recommend a 500Watt or higher to be safe.
Then choose your peripherals (monitor, keyboard etc) Unlikely to have compatibility issues here.
If you invest sometime, you can get an awesome compo. If you don't you'll waste money and maybe lose out a bit. Each component you find, look for reviews for it online. Compare it with other component reviews. Make your decisions based on raws stats like performance charts etc. Just use google, tap in the hardware name and search for reviews. Easy.
So, to some up:
(1) Motherboard is the key to compatibility. Choose your motherboard, CPU and graphics card. Spend time here. This is the most important and most expensive bit. Make sure the motherboard has good reviews and the right ports/sockets for your GPU and CPU.
(2) Get the best/fastest and most RAM you can for your motherboard.
(3) Get the best hard disk(s) you can that support your motherboards fastest HD access technology.
(4) Soundcards, DVD drives, case (that is big enough for all your devices and takes your motherboard type), then peripherals.
(5) Keep rejigging the stats so it fits in your budget.
(6) SHOP AROUND for the best prices.
It's worth doing. It's a great learning experience, not difficult to do and if you put some time in, it'll save you money and you'll end up with a monster machine.
