If you are buying a 940 FX-53, you may also want to consider a 940 Opteron 150. It's basically the same as the FX, but is quite a bit less expensive. The difference is that the FX-53 has the multiplier unlocked, so it is easier to overclock, and the Opteron Requies Registered, ECC RAM, while the FX-53 only needs Registered RAM.
As mentioned above, another option is to look into the Socket 939 options, where you'd be able to use either a 3800+ or an FX-53.
If you are going all out then you should definitley get an ATI X800pro or X800XT or Nvidia 6800GT or 6800 Ultra video card. Not sure how many of those are readily available yet, but they are the fastest cards you can get right now. The GT/Pro are similar and the XT/Ultra are similar (with the XT a bit faster in most cases). If this puts you over your budget, then definitely step down on the processor so you can afford one of these video cards. I believe the FX series a WAY overpriced for the marginal increase in performance over the standard A64 series, so I would sacrifice a bit on the processor to get a significant improvement (2X the speed) in the video card.
For hard drives you should get the Western Digital Raptor, 10,000 RPM 74GB SATA drive. It is the fastest SATA drive available at this time. You could get two and put them in RAID 0 for slightly better performance.
1GB PC3200 RAM (maybe PC3500 is you want to try overclocking the FSB).
I am fine with on-board audio, so I haven't been reading up on sound cards. Seems like AnandTech keeps recommending the SB Audigy series, so that may be a good place to start if you aren't happy with the on-board audio from the MB.
Now, with all this power I think you definitely need a monitor that can support 1600x1200 resolution, otherwise you are wasting you video card (assuming you are playing games). If not 1600x1200, then at least get one that can support 1280x1024. Remember, your monitor is your primary interface with the computer, so it's worth spending a bit of time going to stores to get one you really like.
I'd get a DVD+/-RW, and I think NuTech was the winner in the last AnandTech roundup. However, Plextor has recently come out with a 12X player, so that might be worth a look, although I believe it is $100 more than the NuTech.
These are my two favorite cases so far, but I like my cases understated, so they probably won't work for you:
http://www.newegg.com/app/ViewProductDesc.asp?description=11-119-045&depa=1
http://www.newegg.com/app/ViewProductDesc.asp?description=11-163-019&depa=1
Also, I really dislike drive bay doors (since I'm always swapping game CD's) so I personally don't consider otherwise good cases when they have a door.
Anyway, good luck, have fun, let us know how things turn out.
I'll be building my computer around Christmas, so I'm having fun anticipating now.
-D'oh!
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