Self-building:
Just make sure that you do your research carefully -
e.g. make sure the mobo fits in the case you want;
the PSU fits the case and has the right connectors for mobo;
CPU, RAM and mobo are compatible;
check if the CPU comes with heatsink & fan or do you need to supply - if so check the one you want fits CPU, case and mobo;
Check that there are enough bays (and power) for all the drives you want - do you need to buy any mounting rails / brackets / power cable splitters / data cables (ensure you use 80-wire for IDE Ultra DMA);
Check there are enough PCI / PCI-E slots for all the cards you want to install - and that you can fit the cards in the case (length, width and height).
I could go on... and on...
SD