Go to
Procooling.com and
Overclockers.com and read the relevant articles -- and, more importanly, browse their forums.
I learned all I needed to know about watercooling system in few days. Its actually very easy to do.
As far as parts. Check out my for sale thread --
link -- I put together an awesome setup that fits entirely into my Antec 1040 case.
It is a great system -- and very efficient -- but I have decided to give Peltiers a whirl and would like to upgrade (but I am not dying to -- just and itch). I made my system with all top of the line parts and cost me about $210.
I definately think that Eheim pumps and Danger Den Maze waterblocks are must haves. I personally picked the Black Ice Radiator because I liked its size, efficiency, and ease of mounting (basically if you can mount a 120mm fan you can mount this rad). Other people don't like to spend the $$$ on Black Ice -- and choose to go with larger, less efficient -- but equally effective -- radiators.
Good luck -- let me know if I can help.