For windows 7, you can get it reasonably cheap if you are a student at college, or know someone that is a student. Check the bookstore. I got my copy for $30, which isn't too bad. Technically you can get it the free way, but I personally don't trust cracked copies with such an integral piece of software.
As for the rest of the stuff, Newegg is generally the way to go. I actually have a local retailer that has pretty competitive prices, but a much more limited selection. Got a nice case and cooler there, at least. You can run windows 7 on a SSD with everything else on a bigger drive, but apparently windows 7 doesn't let you change the default installation path for new programs, so it always defaults to the windows drive. All you have to do is change the (example) C to D at the beginning of the path, but it can be pretty annoying and a few programs will still add junk to the main drive. I haven't had any issues yet, but my PC is only a few months old.
Doing some reading is always a good idea,
like here,
and here. There is quite a lot of reading to be had there, but try to stick to the articles instead of forum posts (and try to stick with the most recent stuff possible, obviously). It's easy to get bogged down with too much information about too many things, so try to pace yourself, look at Newegg as much as possible, and try to find what's a good deal for the performance you're getting. Blowing $1500 on a great computer is easy, but squeezing as much as you can out of the deal is where it takes some effort.