Newegg.com is seen as the best all round American online store and is always recommended.
ok AMD is not the way to go atm the new chips aren't quite out yet if going amd then get an AM2+ board (has to have a +) as that is the new chip type and you can get the 4200+(as you have listed) as a gap cpu for a month and then upgrade to a phenom core later which should leave the current Intel cpu's in the dust
If you don't want the hassle of changing the cpu later then intel is the way to go as they are currently the best bang for buck processors.
The 7300GS won't play hd media well if you do want to centralise this on hd media then the 8400 or the 8500 are your best choice as they have onboard encoder specialised for HD media playback they can also be passively cooled so are silent
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Unless you are an audiophile there is no point buying a soundcard, onboard motherboard soundchips are actually very good and fine for the average person. If you are buying a soundcard then get a decent high quality one which means a $100+cost, I personally don't think its worthwhile though.
Hauppage tv tuners are generally the most recommended and used and the ATI tuners are known to be a bit temperamental.
Any special reason for going with vista? If you do go vista then you will want an extra gig of ram to stop it running slow as it does tend to overload systems with low amounts of ram.
Buy any case you like the look of doesn't matter there is a large selection of htpc or desktop cases around know that are suitable for home media use styled to look like normal audio or video equipment.
The keyboard you chose already comes a mouse....
Dial up
bit old now,you need to use a dial up pci card they are very cheap and easy to set up and are internal.
With a home built pc you don't get a warranty on the whole system you get individual warranties on each component. All companies offer a free 3+year warranty on there products. We tell you only the tried and tested products though so the chance of anything breaking is minimal. If it does just post here and we can help you with all of your issues as you can see by other peoples threads by reading some other posts on the forum.
I have never used a microsoft remote, I think they're ugly and a bit limited in their use. depending how you go you can either get a keyboard and mouse with a gyro (the mouse reacts to hand movements like the Nintendo Wii remote) or get a third party remote hich depends on how much you want to spend you could go full out and buy this:
Kustom PCs Logitech Harmony 1000 Remote
middle of the road:
Kustom PCs Logitech Harmony 525 Remote
then the standard vista remote