Building your own PC isn't difficult provided you're not too clumsy or the prosessor of two left thumbs - also quite educational. As has been pointed out, you'll know your new machine inside out.
snodgrass mentions the case just as I was going to. DON'T skimp money on an el cheapo flimsy case - it just isn't worth it. The cheaper cases are just sort of bunged together, half the mounting holes aren't there or are irritatingly "off", the whole thing flexes, the drive cages don't fit, the edges are sharp, the LEDs are duff, the power switch wobbles, etc., etc. Spare yourself some grief and get a solid good quality one - the mid tower designs give you plenty of room to work in (and at least 3 external bays) but aren't so tall that you need to hunt up special (expensive) long connectors. I always stick in an extra fan too - look for quiet ball-bearing ones.
No need to go overboard tho' - snodder's Thermaltake Xaser case is gorgeous (and functional) in the extreme but very pricey!
Finally, don't force things and be careful about breaking off any of those little plastic tabs - and before you start find yourself a collection of a variety of the right little screws and nuts - you HAVE got all the right connectors haven't you? Bad idea to start on a Saturday afternoon, because what with work and all it'll be several days before you can get to the shops to buy that eentsy-teentsy little widget without which you can't progress any further!
Have fun!