The hardest part (in my opinion) is getting a motherboard, ram, and processor to all be compatible with each other.
I would agree with this.
While they might not be the cheapest place to get parts, I would recommend
http://www.tccomputers.com I made some of my early purchases from them. You can pick an option where you select a processor and it will give you the motherboards and memory that will work with it. You can also select the order to be integrated. This means that they will assemble the CPU, mom, memory and test them. This gives you a warranty (short in length, but still a warranty) and removes the possibility of you damaging the CPU while installing it.
The other thing to do is read and read and read some more. Look up on the newsgroups to see if the motherboard you are looking to buy has any known problems.
Good luck.
-TPFKAS2S
-TPFKAS2S