I don't have any advice on the parts, but here's a few pointers on the actual build:
- Make sure that everything goes in the right way. I ruined one of my RAM slots by putting it in backwards my first time.

- If at all possible, ignore the plastic spacers for mounting the motherboard. If your motherboard comes with copper spacers, use them. They're tons easier to install than the plastic spacers.
- Be careful with the edges of the case. VERY careful. The case I bought didn't have rolled edges, so when I went to install the faceplate for my motherboard's connectors, I sliced my fingers GOOD.
- Take it slow. It's your first build, so don't expect to be done under an hour. Install the motherboard and PSU, and boot her up. Install the CPU, boot her up. Install RAM, boot it up. Install the video card and boot it. Install the hard drive and boot it again. In other words, boot after each step to make sure that you've done it right. You'll get a beep code after each step up to the actual hard drive, but it should change after each part installed.
Jam it back in, in the dark.