Since you sound like you're into games, here's some tips on each component you will need:
CPU: get an AMD Athlon 64 model, preferrably the Venice or San Diego core
Motherboard: DFI brand, preferrably the Lanparty series, the SLI option is probably not necessary
Edit: ya the above guy is right, you prob won't need a DFI, just get a MSI or a Gigabyte then. Make sure all your other components are compatible with your motherboard.
Video card: take a pick between evga 6600GT and 6800GT, I think they should fit in your buget. Video cards are AGP or PCI-X nowadays, make sure the card you get fits in your motherboard.
RAM/memory: Good brands are OCZ, Corsair, Kingston, Geil. I have a pair of OCZ dual channel sticks, so you might wanna consider that. Some RAM is good at overclocking, if you ever feel the need for it. Some RAM are not, such as valueselect sticks. Nowadays 1 GB of RAM is sufficient for games, do not get any less.
Hard Drive: SATA (Serial-ATA) drives are quite popular. They're not really that expensive either. Just get a size according to your preference. Good brands are Seagate, Western Digital, and Maxtor.
Power Supply (PSU): make sure to get a good one. Some quality brands are Antec, Enermax, and OCZ. For wattage, it really depends on your system, but you should be able to get a good amount for 80-90 dollars, something like around 450W.
The rest of the components are really up to you. Feel free to ask more questions.
ASUS A7N8X-E Deluxe
AMD Athlon XP 3200+
OCZ 1GB Platinum PC3200 Rev2 Dual Channel
ATI Radeon 9800 Pro
Enermax Noisetaker 485W
2 x 80GB SATA Maxtor Diamondmax 10 on RAID 0