Recently buildt my machine 2 months ago, I used newegg, buy.com and clubIT. Sometimes buy.com is more than newegg but they have a 10% off coupon which destroys neweggs price. Check for which sites charge you tax, for me neweggs charges NJ taxes, but I had shipped to work in NY to work around that. For the best FINAL price shop around, free shipping and taxes are all things to think about.
Also don't forget that you most likly are spending 1k+ so use fatwallet cash back program, I made about $15 in cash back just on computer parts. $15 isn't much but it helps justify getting that better whatever you want.