CPU - stick with AMD. Anything above the 1800 XP will do you proud.
Mobo - damned tricky, and it depends alot on what you want. For my tastes, I'd go for one of the Gigabyte or Soyo's (since they are the best ones that support more than two IDE channels - and if you have as many devices as we have, you'll want more than two IDE channels - unless you do an sdtPikachu and go for SCSI that is
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You'll definitely want a mobo that supports DDR RAM if you're going in for gaming. SD RAM is becoming increasingly obsolete.
Crucial, as well as making fscking good RAM, have a nifty utility to give you the types of RAM available for the mobo you've chosen.
Don't buy a board with lots of inbuilt stuff (and what's more stuff that can't be removed). IMO building your own comp is about upgradability, and buying an "all-in-one" mobo is kinda a bit stupid. My flatmates mobo has inbuilt sound and ethernet
Case - you don't need an aluminium case, they just look sexy. If you want to spend as little money as possible but still have a good case at the end of it, I'd suggest one of the Chieftec models.
Don't go with any OEM stuff, even ALienware - you shoudl plan your comp from the ground up. OEM boards are often crap, and you can get much better performance and reliability if you stick to one that works best for the comp you want to build.
Although many will tell you otherwise, compatibility issues aren't much of an issue any more. The main problem is figuring out the right RAM (for instance, the dual processor board my flatmatenis panning will only take ECC registered bufferred RAM, since it's designed for mission critical applicactions); so long as you buy quality components from well known brands, you shouldn't have any problems.
Buy two hard drives, one small, one big. This will speed up your OS no end (just so long as you set all your folders up right). I'm planning a high end desktop system, with a SCSI OS HDD, and RAIDed IDE HDD's for my documments and swap space.
Your processor IMO will easily outlive your graphics card. Don't buy an nForce. Integrated components may be cheap, but they have many, many drawbacks as far as upgrading is concerned.
PSU - Antec do make good PSU's, yes; although Enermax make great ones (and they are well renowned for being very quiet). With the kind of setup you're wanting to run, don't go below a 350W PSU.
If you gave us your proposed budget, it'd make things alot easier...
One more thing: I don't design my computers for games (hence why I'm still using a TNT2), I design them for long life, reliability, number crunching and upgradability - generally totally hardcore use (games are NOTHING compared to recompiling your kernel!). My advice would be to just design a computer like this, and just whop in a nice graphics card on top of it to give you your polygons.
Any more thoughts, please place below.