Every chain has a weakest link. If the load on the chain isn't enough to break that link, you'll never know which it is. But stress it a little too far and it will become obvious.
Same for computers, every one has a bottleneck. Whether or not you notice depends on what you are doing with the computer. For gamers, if all hardware is at least up to a certain level, the weak link will be the GPU (4870X2 or even SLI GTX 280 can be the weakest part of a system, although you'll probably never notice it).