I like my Intel D850MVL... sure, it's not the ideal thing for the hardcore hardware enthusiast, but if you're not planning on overclocking (you didn't say you were, and I'd guess that most overclockers would be going Athlon XP anyways), it's good. Nice and stable, I haven't had any problems with it (I'm running WinXP and a 1.9GHz P4). If you want to overclock or tweak things, then listen to the other posters, probably. For RAM, I'm using Samsung PC800. Works nicely too.
For video cards, your $$$$$ is the main limiting factor... I've heard on the video card forum that GF3 Ti200s provide some of the best bang for the buck right now. Now, which brand to get is a good question... some hardware sites do have comparisons of the various brands, I think. (My video card is a Visiontek Ti500, works nicely enough, except I have no clue how to make DVI work...)