http://www.intel.com/cd/personal/computing/emea/eng/build/index.htm

http://www.pcmech.com/byopc/

http://www.buildyourown.org.uk/pc-information/what-do-I-need/pc-toolkit/

Those URL's are just a few you can find.  As far as books go there are plenty to be had.  The most difficult is trying to decide on what Manufacturers parts you want. 

Start with the Motherboard you want and the type of CPU that will fit the board.  Then buy your hardware according to the mobo' s tests and reccommends.  Each manufacturer tests with specific hardware, mem etc., to ensure it will work as discribed.  the biggest mistake is putting a lot of parts in that are not related and will not work with each other.

Dell and all of the others spend a lot of time testing system builds to make sure that everything is compatible. 

jankeen.com