For buying, Usually I'd say just do a search for components that meet your critera (cost, performance, noise, appearance when relevant), then do a thorough look through the reviews. If the part is important (such as motherboard or case), then try to avoid anything where there is less than three or so full reviews, and that the overall average doesn't have more than 70% 4/5 or 5/5.
Depending on your budget, stick with the minimal components for the first build (case, mobo, cpu, ram, psu, OS, HDD, DVD/BD drive). Don't skimp on these parts, because once you start upgrading you'll feel the need to put all of your own components into a second system, then find a use for it. later on you can add more RAM, A SSD, additional fans, and a graphics card, if you figured you could last with Intel graphics for a while. It depends on what games you play, but my Pentium's HD 1000 graphics handles almost everything i throw at it, and the HD 3000 series does a whole lot more.
Cost isn't really that bad, everything mentioned in my system specs (minus internet and the TV) cost me just under $700. That will go up a tad when I get a IB processor and a second HDD.
After that, unless you really want a specific product at the best price possible, I'd recommend getting everything from the same place. Newegg has always been awesome for me.