So far I bought the Samsung DVD Drive, the Case, 2 additional cooling fans and a 22" Acer Monitor...just waiting for my Gateway laptop to sell on ebay to buy the rest
Don't worry about the warranty... all of your parts will come with warranties as well, and you should be able to diagnose any problems, especially with help from the experts here.
And sound card is optional. I think most people are perfectly happy with onboard sound... usually you're gonna be more limited by your headphones than sound card, but go for it if you're an audiophile or just want to put in the extra cash for it. 100% optional though.
I also just remembered that I need a wifi adapter card for the desktop to connect to a wireless router. Last time I looked, it doesn't seem like they make good ones compatible with Windows Vista.