I would shop for your motherboard first. Once you've decided on the best board you can afford, select a CPU that hits your price-point. The one place I've bought CPU's and memory from of late is called memoryup.com. They're quite knowledgeable about what current MoBo's will do what CPU's, adn what memory. If you call them directly at:
(626) 820-0318
Hours: 10am - 7pm PST
If everyone can plug newegg, including myself, I can plug the little guy out there too that offers AWESOME service, before, during AND after the sale.
Just tell them what MoBo you want to run, and they'll tell you what your options are concerning memory and CPU.
I'm getting my new motherboard (Asus P4R800-V Deluxe), NEC 3500-Ax 16x DVD Re-Writer, and Samsung 160 gig EIDE drives from Newegg. I got the CPU and memory at Memory Up.
Face