Power supplys up to you. I like thermaltake power supplys, you probably would want a 600 watt psu. As for cases, try http://www.coolerguys.com
I buy all my stuff there for "cathode lights" and "cases". The case doesn't matter, just make sure your motherboard fits and and all. As for assembling the computer not too much to do.
Mount (screw) motherboard into case
put CPU in socket on motherboard
put heatsink with fan on cpu
put video card/sound card/memory on motherboard
put harddrives in/dvd drives/cd drives
plug power cables into video card (if it requires) harddrive, dvd drive
plug case connections to motherboard so you can power up computer.
That's about it.