Zircon, for a video card just get an ATI x300se. Very low power consumption, and even less heat.
http://www.newegg.com/Product/Product.asp?Item=N82E16814121538
Be careful though, you will not be able to run Aero in Vista with that, but a card a couple steps down the page with the exact same core can. You need the 128mb version if you wish to run Aero.
The thing about DIY is, if you have problems, you know how to fix them. Dell and others thend to have custom hardware and that is a huge pain in the ass. Just ask Overcoat.
For the proc, get the 6600 Core 2 Duo. Nothing from AMD comes close, exept for the top Athlons and Opterons, and even they lose. Make sure you get good RAM though, Intel procs are much more dependent on the ram what with the FSB and all.