Well, maybe I am the unlucky one. I got a bad Antec PS together with the case. I was unable to identified the problem for several days. Most people will consider the problem comes from motherboard or some other component because it just can not be shut down by windows. You download patch, etc, does not help at all.
About cheap or expensive, I believe, or I will,
1. Get a good case, PS.
2. Good keyboard and mouse (I like mouseman from logitech)
3. Good speakers
4. Good monitors and large enough
5. Motherboard, CPU and memory will change all the time, try the most mature one (Today, KT266-A? Vote for it).
6. Video card and sound card change all the time, try the mature one (Today, Geforce 2 or Geforce 3 Ti200?, I got the ATI Radeon 8500 for DVD purpose, they released the official driver at Feb).
For 5 and 6, I won't vote for the newest one such as KT333 and Geforce4 Ti4600. When you build up your computer, you are fully responsible for all the incompatibilities. That is a headache for me all the time.