This question is legitimate, but having built a computer previously, I would adopt a different approach. If you are going to spend this much money on parts for a computer you want to build, you should know what's going in it. If you need to ask people to tell you what to put in it, you probably don't know enough about it be comfortable putting a PC together yourself.
If you find taking hours out of your life to learn about various parts and technical details is too much for you, consider buying a high-end rig from a major manufacturer. If you do want to learn how to build on yourself, read on.
Buy all of your parts from NewEgg. The service is excellent and the prices are always fair. They also have everything you need.
Processor: Buy something recent from Intel. AMD makes cheaper processors, but the performance isn't as good as Intel's processors.
Motherboard: The socket type on the CPU you selected previously determines what motherboards you have to choose from. I wouldn't pay less than $100 for a motherboard. Pay attention to the reviews as getting a defective or poorly made board is no good.
RAM: The kind of RAM you need is determined by the motherboard you've chosen. RAM is dirt cheap. Buy some better stuff, at least 8 GB.
Hard Drive(s): Solid state drives are faster than regular drives but fill up quickly and are pricey. If you want to go with a solid state drive as your main drive, by a decent sized one and then a 1 TB drive for your less used applications and files. If you don't want to pay for solid state, just get the number and size of drives you want.
Optical Drive: You can buy a Blu-ray drive if you want (I have a Pioneer that is pricey but excellent) but in my experience the software for playing back Blu-ray movies just isn't there yet.
Power Supply: NewEgg has a tool that can help you figure out how big of a power supply you need. Come back to this at the end. I purchased a quality Corsair power supply and don't regret it at all.
Keyboard and Mouse: If you want a gaming rig, now might be a good time to get a gaming keyboard and gaming mouse to match.
Monitor: If you have a small or really old monitor, consider getting a newer one. Technology in this area moves quickly.
Graphics card: For me, this came down to price. I bought the third best Nvidia card out there at the time and it still works just fine. I would advise sticking with an Nvidia card because ATI drivers are usually terrible.
Audio card: Believe it or not, this can make a difference. If you are big into music, have a look at some dedicated audio cards. I have a fairly recent Creative card and enjoy it very much. The drivers could be better.
Case: Buy something you like, and don't spend less than around $100. I would advise buying a large case with proper ventilation. I would also advise NOT buying one that comes with a power supply. The power supplies included in bundle deals are usually terrible and could fail, taking expensive parts with it.
NewEgg also has helpful videos that will show you how to put a computer together. Check them out.