I'd say surf Newegg for prices to get an idea of what you will be spending. Also realize that Newegg is generally the most inexpensive around and avoid WorstBuy like the plague on humanity that it is.
If you want some tips, here's my two cents:
First, make sure that the motherboard and CPU are the same pin arrangement. Getting all your stuff together and then realizing that you can't assemble them would suck. Hard.
Second, make sure that the motherboard and RAM are matched. Different motherboards are tuned to different ram speeds and pin arrangements.
Third, when looking at drives (both disk and hard) try and get SATA, you get better transfer speeds than a PATA drive. Most motherboards today have enough SATA connection slots for a multitude of drives.
Fourth, if you're going gaming, try to match nVidia chipset video cards with an Intel CPU and ATI chipset video cards with an AMD CPU. The video cards and CPUs are cross compatable, but the generally work better that way.
Fifth, you probably won't see any AGP slotted video cards as they're on the way out, but if given the choice, go with a PCI Express card and motherboard.
Sixth, make sure your power supply is able to pump out enough juice to feed all your pieces. And do NOT skimp on quality to save a couple dollars here. A PSU can toast your entire rig if it blows.
Seventh, 32 bit Windows XP only supports up to 3 gigs of RAM. You can install more, but it won't read it. 64 bit XP will read the extra ram, but you may run into some reverse computability issues.
Lastly, read reviews on everything you're looking at buying. This is especially true of things from a company you don't recognize. The extra time doing a bit of research can save you some major headaches down the road. You can also learn a LOT of useful little tidbits about building systems.
Card compliments of Aquarious. You rock.
"You're like Tigger on crack!" - Poopie