Bus I use mail order such as Dabs, Novatech, Insight and SMC direct. My pc started life as a 486 the only original bit left is the power lead.
It really depends what you want to do. New cpu means new mob and possibly memory. It isn't too difficult, (even an a & c like me can do it) there are various publications out there have a quick scan on the bookshelves ay pcworld. If you want to specify certain things then Novatech and SMC will build to your spec, pcworld won't, check out some magazines PC Advisor is a good one at
http://www.pcadvisor.co.uk mail order
http://www.dabs.co.uk free internet delivery
http://www.novatech.co.uk can't remember the others.
Pop across for a chat sometime.