ya newegg (with 2 G's) www.newegg.com.
now if you want a good high speed gaming machine that will last you a while you are looking at about 1100 dollars w/o monitor, speakers , M/KB etc.
now for a CPU (proccesser) you can build a conroe sytem by Intel, it has the fastest CPU models out. Or you can go AMD which has has a HUGE price cut on all their CPU's to somewhat counter intels new release. That would all depend on you budget.
For a graphics card (GPU) you could go with a NVIDIA 7800GT or a 7900gt ( but a lot of their cards have been having a lot of probs. lately) Or you can go with ATI. But I dont knnow much about there stuff.
For memory you will mostlikely want to go with 2 GIGs of DDR2 by a well known company. the MHZ modle you want will be your decision.
For a hard drive (HD) I would go with a western digital (WD) with a minimum of 250 GIG's, this is so it will last you a while. for a litte more speed I would go with a 16MB cache instead of 8Mb.
now for a power supply (PSU) you should go with a minimum of 500Watts. 550 or more would be prefered. and dont go with the cheapest thing you find. quality is #1 with a PSU. I would personally go with a ANTEC Truepower. or a Coolmax.
Now a case is a lot of personal preference for style, and budget
. Just find something with good reviews ( when you look at a product on NEWEGG it will have reviews)
those are just major things there will be more.