Tigerdirect sucks.  I work for a company that tried to save money by buying from them and got a 70% DOA rate over the course of buying around 800 comps for the company.  Bad move.   Let's just not go there.  New egg is decent but doesn't have much for customer support if anything is crapped out.   Ebay is for people who need to unload crap that has a minor problem but the part still works so just stay away from there.

I tend to buy parts that do not fail often like Drives, fans, cases, sound cards, network cards, and such online.  Reason being, is screwing with shipping if anything is dead when you get it is a hassel and you may as well only buy the stuff likely to be good when you get it.   I buy things like a Vid card or Power supplies through somewhere like Best Buy so you can walk into the store and bitch if need be.  Plus the extended warrantires are nice if you screw something up by overlocking the hell out of it. 

As for what to buy, that really depends on your budget. 

I have a 3800+ AMD, 2 gigs of pc3200 OCZ ram, and a 6800gt.  I managed to get 300+ FPS in PS in sanct, and around 40FPS at the lowest in the zerg.  I don't see the lil red numbers anymore.  I figure that's pretty good.   I got all of it for under $1200.  

I think if I changed anything, I would have went with PCI-E just to have a comp ready to upgrade later.    That's something to keep in mind for companies like Dell.  They use propriatary motherboards (they only work with Dell parts) and you can't ever upgrade the motherboard again if you buy from them unless you buy a whole comp.  They are solid and stable I'll give them that, but I don't like the inablility to upgrade later. 

What's the budget?  That will help to know.