Lockstitch
Been there too. Easiest solution IMHO is to buy a CPU/Motherboard/Memory bundle from someone. That combination should have been tested by them - and if it doesn't work it is their problem, not yours. The likes of novatech, dabs, simply etc. all offer some good upgrade bundles.
Another gotcha are claims that motherboards will support faster chips. Thinking that you will buy a motherboard with a P3-1GHz and just swap the chip for a P4-2GHz in a year when they are dirt cheap sounds like a way to save a bit of money but it isn't going to happen like that (I've finally given up on this one after several attempts. Slow learner). Chip designs change fast, and often the manufacturer is guessing or extrapolating Intel/AMD press releases into the future. Almost never works out.