Velocity Micro and Falcon Northwest are two more. I think they market themselves towards the gamer community and the more 'sophisticated' user (well, more than Average Joe), but I assume they could build any level of system you'd want. Last time I checked either site was about, oh, 9 months ago or so, but the impression I got at the time was that they would be considerably better than Fry's, Best Buy, or any of the other mass-production outfits where you're just a number. A computer configured and bought from those two sites I mentioned will cost you more, but prolly be well worth the extra $$ compared to Dell, Gateway, e machines, Best Buy, et al. They pay more attention to detail and offer better components.
Of course, the best thing to do is hang around these forums for a bit longer. It might not take long before you decide to take the plunge and build your own! 🙂
Hope that helps. BTW, pick up any established computer magazine and you will see at least a dozen ads from companies that do what you're asking about. PC Magazine, PC Today, PC World, CPU, Computer Shopper .... pick a mag, any mag. 😀