What you could do is spend sometime researching parts and asking around on forums like these (which is what I did for a week or so), and then take people's advice and for what parts to get! You don't even have to build it yourself, you could just do some looking around your area for someone who builds PCs for a living. That way, you get the best of both worlds!
Buying the parts yourself can be cheaper, but then again, can be much more expensive. With a budget of 2500-3000, you can the computer in my spec, but better in terms of the mootherboard and processor.
At least think about it.
<center>Athlon 64 X2 Dual Core 4200+ 512KB l Gigabyte GA-K8N-XP Sli Motherboard l XFX GeForce 7800 GTX 256Mb (450/1250) l OCZ 2Gb (2 x 1Gb) Dual Channel Platinum Series DDR400 l Maxtor Diamondmax 250Gb SATA 7200rpm 16Mb Cache l Enermax 600W Noisetaker l NEC ND-3540A Black Dual Layer DVD+/-RW l Sony 3.5\" FDD l Black Coolermaster Aerogate 2 Fan Controller l Extreme Gaming Spider Case l Viewsonic VX924 19\" TFT 4ms Response Time l Logitek MX518 l Saitek Eclipse l Windows XP Professional Service Pack 2</center>