Tom's Hardware does regular roundup articles for building gaming PCs in a certain price bracket. I use those as a starting point. I've always built my own systems and in the past couple of years it really has become just plug and play. If you are looking to build a linux box the only caveat is that nvidia and intel video cards are generally better supported.

http://www.tomshardware.com/reviews/core-i5-overclock-perfor...

http://www.tomshardware.com/reviews/fx-overclock-crossfire-s...