One suggestion for the do-it-yourselfers: let one vendor provide the motherboard, cpu and RAM. Ask them to assemble everything, install the heatsinks and fan on the cpu and then burn it all in for 24-48 hours. This way you know that what you're getting works and has been tested. They may charge a few extra dollars for the service, but is well worth the peace of mind when you consider that these are typically your most expensive components. 

 
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