Not to mention case fans, which will
probably come with the case (some do lack them).
The power supply may or may not come with the case, but I would recommend getting a good one, such as ...
Hmm, this appears to be a new version of the 750TX:
Corsair TX750 V2. No reviews yet, so I don't know how it actually compares to the original 750TX.
This is the 750TX, which you can still get:
http://www.newegg.com/Product/Product.aspx?Item=N82E16817139006That is what I got for mine.
Corsair makes other wattages as well, but 750 should be more than enough unless you plan to run two video cards or the like.
For the graphics card, I'd go with a good NVidia card. ATI's cards have been rather disappointing with Shores of Hazeron (and OpenGL in general), and some ATI users with good cards can't even play Magicka. An entire class of cards (3800? 3900? I forget). Personally, I got an NVidia GTX 460 1GB, and have been quite pleased with it. NVidia has released some newer things since then (the 500 series), but this has worked marvelously.
If you're planning on using windows XP, it won't be able to see more than 3-3.5 GB of RAM. So 4 GB would be the most you would get any benefit out of having, but having the option to install more later would be nice still. Of course, nowadays, you may be planning on using windows 7 (or not using windows at all) in any case.
Deciding what CPU you want will determine what kind of motherboard and RAM you will need to get. It doesn't affect your graphics card or the like, but note that you will only be able to connect at most two PATA (IDE) devices to the motherboard, using one cable (
if it has a place to plug in a PATA cable - they just don't make motherboards with two PATA cable connections on the motherboard anymore). I'd recommend a SATA hard drive (or two) for that reason, and because they are faster. If you still have a PATA DVD or DVD+-RW drive, I don't see a reason to replace it with a SATA one unless there's something wrong with it.