Get the vid card that tickles your fancy as much as your overall budget allows. Branding is more of a near-religious determination that you'll have to make for yourself. If you love ATI stick with ATI.
Don't skimp on the monitor - you have to stare at that mistake for a long time, but at the same time the 30" panels aren't really practical if you're gaming because they are slower panels and the resolution is so blasted high you'll need SLI or crossfire to fill the pixels. Something 20-24" with good ratings from a reputable company - and go wide if you're trendy. Hell, if you already have that dell just get another one or skip that step. The response time on them is still quite good and up to snuff with the current competition.
Also check out the higher end asus boards... they are releasing bios updates recently that may allow you to change the multiplier on your conroe (which is otherwise locked both up and down). And even though I'm an AMD guy generally, I'll give it to the conroe on this one.
A new PSU that is pretty reasonable was just released from Corsair. The Hx520w is modular, has good voltages and a 5 year warranty on it. I have one and it is really a pleasure to build with. It's first-gen, but I trust corsair to back it up.
Speaking of corsair, I can't recommend anyone else for memory, and DDR2-800 at your budget-allowed latency is your best bet. You may even want higher clocked memory if you are specifically going to oc it.
HDDs - the new seagate 7200.10 with perpendicular recording are very nice, quiet, well supported, and get as big as you want them... and really they're not bad on the pricing.
I have to stick with the serial ata plextors on the DVD writer. They haven't let me down yet, and I have had failures too often when I stray from them.