The newer you are to online buying and building systems, the more I would recommend that you stick with quality vendors who can provide some support and will stand behind their products. I'm too lazy to link everything, but consider compucheap, tcwo, compuwiz-tech and plycon (for exotic cooling stuff). As for the big outfits, I've had good luck with Mwave and Techstore, but don't expect to talk with anyone knowledgeable with those two.
Definately check whoever you buy from with resellerratings. Trying to save $30-40 may not seems like too much of a bargain if you end up with some glitchy products and all kinds of RMA hassles.