personally i'd go with a p4 procesor so you can use a pci-e video card but i know how the hardheads are out there with amd :|
i think you should check your sources there. New AMD motherboards like the Abit AX8 have PCI-E
just a friendly correction.
for gaming, like lots of people will tell you - go with AMD, probably something around a 3000+ or 3200+ 64bit.
for ram, corsair or OCZ are generally good. i would suggest getting a 2*512Mb kit of PC3200.
for a video card, if you have enough money left over from buying all your other hardware get a 6600GT in PCI-E or AGP depending of course on which motherboard you buy. they give considerably better performance than the 9800pro (still a good choice beedub) and only cost a little bit more. This benchmark
should give you some idea of how good this card is.
i would recommend an SATA hard drive, because of the performance gain over a normal IDE hard drive. The brand doesnt matter really, as hard drives rarely have issues.
the case is totally up to you, and you're unique taste. so find one you like, then ask people if its good or if its one to steer clear of.
for an OS i would recommend windows (sadly, yes) XP because its easy to use, and its relatively inexpensive. and is compatible with all new games.