If you're seriously thinking about overclocking, I must pray for your parts.
Basic package look like:
MB: DFI Lanparty nF4 Ultra-D
CPU: A64 Venice 3200+ or 3000+
RAM: OCZ Value VX
When ordering online, I'd suggest sticking to the tried-and-true resellers: Newegg, Monarch, Zipzoomfly, etc. Their prices might not be the absolute lowest you can find (although they often are, actually), but you'll prevent potential disaster.
I'd also suggest doing some reading before you even think about ordering parts. There are DIY builder and overclocking tutorials stickied in various forums - definitely worth a look.
Good luck with your build.