Well, if you have an unlimited amount of money, then just go to Newegg and find the most expensive of everything and/or look for the stuff with the highest speeds and greatest memory. However, if you want to be at least semi-efficient in your pc-building experience (by the way, I think you meant to put PC not CPU in the thread title) then I suggest the following.
CPU: Athlon 64 3000+,3200+,3400+ 1MB L2 Cache
MB: ASUS Socket 754 K8N-E Deluxe nForce 3 Chipset (and you don't really need the K8N-E Deluxe, unless you need a lot of "extras" like multiple cpus, hds, networking stuff, so you can just get a regular K8N)
RAM: 1 GB Corsair Xtreme Dual Channel, or 1GB Kingston ram, or go to www.crucial.com
and they have good quality ram although not quite as cheap as what you'll find on Newegg
AUDIO: Depends. Audigy 2 is always a popular choice. Also, try and go with at least a 5.1 surround sound setup or if you really like sound and music (like me) get an 8 speaker surround sound setup (and the ASUS MB has a realtek '97 built in 8-speaker support in case you really don't want to buy a souncard, but you should since they're not expensive)
CASE: Something with cool lights (and decent power supply, I don't know the specs for those but I'm sure someone here does). Usually you can find a decent one under $75.00. I found a nice one for $45.
GPU: Geforce 6800GT if you have a good $425 to spend on that, or if I may say so, my Geforce FX 5900 ultra runs quite well and will cost about half that.
MONITOR: 19" flatscreen. 17" lcd. Or if you have a lot of money a 19" lcd flat-panel (?). I don't know where you could find one though.
Those are my suggestions, good luck with everything.