I just wanted to post this guide I stumbled across... I think it's a great overview of the steps you go through when physically assembling a computer. It's pretty basic, and not all components will be attached the exact same way (for example, the heatsink in this guide is attached with pushpins, rather than screws). Anyways, thought it might be helpful for someone preparing for a first build... only takes 5-10 minutes to go through.
Build a PC - Introduction to Building your PC - PCitYourself.com
Since it fits with the topic, here are some other guides that have been posted on tech-forums before, which I found to be very helpful on my first build:
Build a System: Page 1
How to build a PC - The Tech Report - Page 1
Great pictures in both of those.
Hope this helps someone who hasn't built before!