Ditto what Ste said. $2500 is alot and should get you alot of high end stuff.
There are alot of smart folks here. I too am putting together a new system. Like you I have some basics already. I'll list what I found out to be the best for me, with alot of advice from many helpful people here. In the end its up to you.
Case: Antec Performance Plus Plus Veiw II
Mobo: DFI LanParty UT NF4 SLI-DR Expert CPU: AMD athlon 64X2 4400+ Toledo
HD: WD Caviar SE16 WD2500K2 7200rmp 3.0Gb/s 250gb
PSU: OCZ PowerStream 520W
Video: (1) eVGA e-GeForce 7800 GTX PCI Express 512MB DDR3 Video Card w/HDTV, Dual DVI & VIVO w/intent to purchase a 2nd one down the road.
The following parts I already have:
Ram: Corsair TWINX1024-3200C2PT 1GB DDR400 XMS3200 Dual-Channel Memory w/Platinum Heat Spreader
SC: CL SoundBlaster Audigy 4
Speakers: Logitech X-530 5.1
DVD: Lite-ON ATAPI/E-IDE SHW-160P6S
I think the price if my rough math is correct about $15-1600.
Heres a link to my post on the fourm in my search for info.
My thoughts on pre-built rigs, not worth it. I feel if you build it you know whats going into it, nothing is proprietary. Plus things are easy to upgrade when you buy compoents from reliable manufactures. JMHO.
Hope this helps.